+159.4%
LRCX vs CAG
-18.8%
+178.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | -0.3% |
| 7D | -3.1% | -5.7% | +2.6% | -6.2% |
| 30D | -8.6% | -2.4% | -6.1% | -9.6% |
| 3M | -17.7% | +9.8% | -27.5% | -12.1% |
| 6M | +36.4% | -10.8% | +47.2% | +38.4% |
| YTD | +74.5% | -10.8% | +85.4% | +75.2% |
| 1Y | +159.4% | -19.0% | +178.4% | +161.0% |
| All | +159.4% | -18.8% | +178.2% | +161.0% |
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