+24.2%
LRCX vs SW
+26.7%
-2.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.9% | +9.2% | +8.5% |
| 7D | -16.2% | +2.3% | -18.5% | -16.7% |
| 30D | -39.2% | +6.8% | -46.0% | -40.6% |
| 3M | -34.4% | -5.2% | -29.2% | -33.5% |
| 6M | -32.4% | +7.4% | -39.9% | -36.1% |
| YTD | +17.4% | +17.4% | 0.0% | +8.4% |
| 1Y | +24.2% | +27.1% | -2.9% | +11.9% |
| All | +24.2% | +26.7% | -2.6% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling