+56,375.2%
LRCX vs SRE
+1,553.2%
+54,822.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.4% | +3.4% |
| 7D | +10.4% | +1.4% | +9.0% | +9.8% |
| 30D | +2.9% | +1.9% | +1.0% | +1.9% |
| 3M | -1.2% | -3.3% | +2.1% | -0.1% |
| 6M | +60.9% | -6.4% | +67.3% | +64.5% |
| YTD | +87.5% | -1.8% | +89.4% | +87.7% |
| 1Y | +206.6% | +10.7% | +195.9% | +191.2% |
| 3Y | +392.1% | +31.8% | +360.3% | +320.3% |
| 5Y | +478.4% | +49.2% | +429.2% | +362.1% |
| 10Y | +3,821.0% | +118.5% | +3,702.5% | +2,463.8% |
| All | +56,375.2% | +1,553.2% | +54,822.0% | +19,927.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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