+219.0%
LRCX vs SW
-1.6%
+220.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -1.5% | -14.9% | -16.0% |
| 7D | -27.2% | +4.7% | -31.9% | -28.0% |
| 30D | -44.5% | +5.0% | -49.5% | -45.3% |
| 3M | -39.7% | -7.3% | -32.4% | -38.9% |
| 6M | -32.7% | +15.0% | -47.7% | -35.5% |
| YTD | +8.5% | +18.5% | -10.0% | +2.8% |
| 1Y | +12.7% | +27.1% | -14.4% | +5.1% |
| 3Y | +199.4% | +49.3% | +150.1% | +171.9% |
| 5Y | +219.0% | -1.6% | +220.6% | +202.5% |
| All | +219.0% | -1.6% | +220.6% | +202.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling