+361.3%
LRCX vs CAG
-39.3%
+400.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.7% | -2.9% | -6.6% |
| 7D | +1.8% | -5.9% | +7.7% | -0.4% |
| 30D | -4.3% | -1.5% | -2.8% | -4.7% |
| 3M | -7.3% | +11.5% | -18.8% | -2.8% |
| 6M | +38.6% | -15.7% | +54.3% | +36.8% |
| YTD | +74.4% | -10.2% | +84.6% | +74.8% |
| 1Y | +179.1% | -18.1% | +197.2% | +175.0% |
| All | +361.3% | -39.3% | +400.5% | +324.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling