+243.9%
LRCX vs SWKS
+11.3%
+232.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | +12.7% | +9.4% | +3.3% | +7.7% |
| 30D | -21.3% | +17.0% | -38.2% | -27.0% |
| 3M | -32.9% | +28.9% | -61.8% | -42.5% |
| 6M | -23.4% | +33.1% | -56.5% | -35.6% |
| YTD | +32.4% | +44.8% | -12.4% | +3.6% |
| 1Y | +48.0% | +36.2% | +11.8% | +20.1% |
| 3Y | +243.9% | +11.5% | +232.5% | +170.5% |
| All | +243.9% | +11.3% | +232.7% | +170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 3y: compounded portfolio wealth divided by compounded SWKS 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…
3y analysis · Full analysis span regression · 6 months rolling