+361.6%
LRCX vs SU
+120.0%
+241.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.1% | +2.2% | -5.3% | -3.6% |
| 30D | -8.6% | +8.4% | -17.0% | -10.5% |
| 3M | -17.7% | +12.1% | -29.8% | -20.1% |
| 6M | +36.4% | +19.7% | +16.7% | +26.6% |
| YTD | +74.5% | +58.4% | +16.1% | +44.9% |
| 1Y | +159.4% | +67.2% | +92.2% | +109.8% |
| 3Y | +361.6% | +125.0% | +236.5% | +245.0% |
| All | +361.6% | +120.0% | +241.6% | +245.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 3y: compounded portfolio wealth divided by compounded SU 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…
3y analysis · Full analysis span regression · 6 months rolling