+113.5%
CSCO vs LRCX
+354.8%
-241.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | +2.7% | -3.1% | +5.7% | +3.2% |
| 30D | -9.5% | -8.6% | -0.9% | -8.2% |
| 3M | -7.6% | -17.7% | +10.1% | -5.3% |
| 6M | +44.9% | +36.4% | +8.5% | +34.6% |
| YTD | +47.7% | +74.5% | -26.9% | +30.5% |
| 1Y | +69.1% | +159.4% | -90.4% | +37.9% |
| 3Y | +113.5% | +361.6% | -248.1% | +44.1% |
| All | +113.5% | +354.8% | -241.2% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling