+82.0%
SPY vs LRCX
+421.4%
-339.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | +0.7% |
| 7D | -2.0% | +1.8% | -3.8% | -2.5% |
| 30D | -1.7% | -4.3% | +2.7% | -1.0% |
| 3M | +4.7% | -7.3% | +12.1% | +4.2% |
| 6M | +12.5% | +38.6% | -26.1% | -0.6% |
| YTD | +11.7% | +74.4% | -62.7% | -8.5% |
| 1Y | +17.5% | +179.1% | -161.6% | -16.9% |
| 3Y | +76.6% | +357.7% | -281.1% | +2.2% |
| 5Y | +82.0% | +424.9% | -342.8% | -5.2% |
| All | +82.0% | +421.4% | -339.3% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling