+424.9%
LRCX vs CAG
-42.8%
+467.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.7% | -2.9% | -6.2% |
| 7D | +1.8% | -5.9% | +7.7% | +0.4% |
| 30D | -4.3% | -1.5% | -2.8% | -4.6% |
| 3M | -7.3% | +11.5% | -18.8% | -4.7% |
| 6M | +38.6% | -15.7% | +54.3% | +38.3% |
| YTD | +74.4% | -10.2% | +84.6% | +75.2% |
| 1Y | +179.1% | -18.1% | +197.2% | +178.6% |
| 3Y | +357.7% | -39.4% | +397.1% | +342.7% |
| 5Y | +424.9% | -42.6% | +467.5% | +423.3% |
| All | +424.9% | -42.8% | +467.7% | +423.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling