+314.7%
SPY vs LRCX
+3,687.9%
-3,373.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -0.8% | -3.1% | +2.3% | 0.0% |
| 30D | -1.1% | -8.6% | +7.5% | +1.0% |
| 3M | +3.9% | -17.7% | +21.5% | +7.0% |
| 6M | +13.6% | +36.4% | -22.7% | 0.0% |
| YTD | +12.7% | +74.5% | -61.9% | -8.8% |
| 1Y | +17.5% | +159.4% | -141.9% | -16.2% |
| 3Y | +76.9% | +361.6% | -284.7% | +1.1% |
| 5Y | +83.6% | +425.2% | -341.7% | -3.8% |
| All | +314.7% | +3,687.9% | -3,373.2% | +19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling