+1,256.8%
SMH vs LRCX
+8,633.2%
-7,376.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +0.3% | -3.1% | +3.3% | +2.0% |
| 30D | -2.8% | -8.6% | +5.8% | +2.1% |
| 3M | -6.7% | -17.7% | +11.0% | +2.3% |
| 6M | +41.8% | +36.4% | +5.4% | +13.5% |
| YTD | +57.9% | +74.5% | -16.7% | +7.3% |
| 1Y | +87.6% | +159.4% | -71.8% | -0.6% |
| 3Y | +282.9% | +361.6% | -78.6% | +40.6% |
| 5Y | +330.4% | +425.2% | -94.8% | +43.0% |
| 10Y | +1,857.0% | +3,645.0% | -1,788.0% | +86.3% |
| All | +1,256.8% | +8,633.2% | -7,376.4% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LRCX.
Daily Out/Under-Performance
Portfolio return minus LRCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LRCX 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 LRCX 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