+220,291.7%
CSCO vs LRCX
+261,370.2%
-41,078.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -1.4% |
| 7D | -0.5% | +10.4% | -10.9% | -3.8% |
| 30D | -10.1% | +2.9% | -13.0% | -11.3% |
| 3M | -11.7% | -1.2% | -10.6% | -13.8% |
| 6M | +40.1% | +60.9% | -20.8% | +14.9% |
| YTD | +43.8% | +87.5% | -43.7% | +10.8% |
| 1Y | +66.6% | +206.6% | -140.0% | +7.8% |
| 3Y | +108.5% | +392.1% | -283.6% | +8.5% |
| 5Y | +114.0% | +478.4% | -364.5% | -0.4% |
| 10Y | +366.8% | +3,821.0% | -3,454.2% | +1.1% |
| All | +220,291.7% | +261,370.2% | -41,078.5% | +9,434.7% |
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