+45.5%
LRCX vs SW
+23.8%
+21.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.3% |
| 7D | +26.2% | -3.0% | +29.2% | +27.3% |
| 30D | -22.4% | +4.2% | -26.5% | -23.6% |
| 3M | -28.2% | -11.5% | -16.7% | -25.4% |
| 6M | -19.0% | +8.6% | -27.6% | -23.9% |
| YTD | +37.0% | +15.0% | +22.0% | +26.3% |
| 1Y | +45.5% | +25.7% | +19.8% | +29.7% |
| All | +45.5% | +23.8% | +21.7% | +29.7% |
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