+9,883.6%
LRCX vs SPYM
+824.3%
+9,059.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.9% |
| 7D | +10.4% | +0.6% | +9.8% | +9.4% |
| 30D | +2.9% | -0.9% | +3.8% | +4.3% |
| 3M | -1.2% | +3.9% | -5.1% | -5.1% |
| 6M | +60.9% | +14.5% | +46.3% | +36.5% |
| YTD | +87.5% | +13.0% | +74.5% | +63.3% |
| 1Y | +206.6% | +19.4% | +187.2% | +150.0% |
| 3Y | +392.1% | +78.9% | +313.2% | +143.3% |
| 5Y | +478.4% | +82.3% | +396.1% | +193.9% |
| 10Y | +3,821.0% | +314.7% | +3,506.3% | +703.1% |
| All | +9,883.6% | +824.3% | +9,059.3% | +776.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling