-32.7%
LRCX vs SW
+19.0%
-51.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -1.5% | -14.9% | -15.9% |
| 7D | -27.2% | +4.7% | -31.9% | -28.1% |
| 30D | -44.5% | +5.0% | -49.5% | -45.4% |
| 3M | -39.7% | -7.3% | -32.4% | -37.8% |
| 6M | -32.7% | +15.0% | -47.7% | -42.5% |
| All | -32.7% | +19.0% | -51.7% | -42.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling