+42.8%
LRCX vs CAG
-6.8%
+49.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.0% | -10.0% | +0.2% |
| 7D | -12.8% | +9.7% | -22.5% | -6.4% |
| 30D | -36.0% | +15.8% | -51.7% | -28.2% |
| 3M | -30.2% | +1.8% | -32.0% | -27.3% |
| 6M | -14.2% | +11.5% | -25.7% | -2.6% |
| YTD | +29.7% | -6.7% | +36.5% | +36.7% |
| 1Y | +42.8% | -5.6% | +48.4% | +50.6% |
| All | +42.8% | -6.8% | +49.6% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling