+6,823.1%
LRCX vs SW
+743.1%
+6,080.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.1% | -8.1% | -4.4% |
| 7D | -12.8% | +12.1% | -24.8% | -13.6% |
| 30D | -36.0% | +6.6% | -42.5% | -36.4% |
| 3M | -30.2% | -6.0% | -24.2% | -30.0% |
| 6M | -14.2% | +21.5% | -35.7% | -15.8% |
| YTD | +29.7% | +20.3% | +9.4% | +27.3% |
| 1Y | +42.8% | +28.1% | +14.7% | +39.4% |
| 3Y | +258.0% | +51.6% | +206.4% | +246.6% |
| 5Y | +289.1% | -0.1% | +289.2% | +279.3% |
| 10Y | +2,562.9% | +189.7% | +2,373.2% | +2,428.3% |
| All | +6,823.1% | +743.1% | +6,080.0% | +7,322.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling