+416.0%
LRCX vs CAH
+393.5%
+22.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -3.1% | -5.1% | +2.0% | -2.0% |
| 30D | -8.6% | +0.2% | -8.7% | -8.7% |
| 3M | -17.7% | +6.3% | -24.0% | -19.3% |
| 6M | +36.4% | +9.4% | +27.0% | +32.5% |
| YTD | +74.5% | +15.0% | +59.6% | +67.2% |
| 1Y | +159.4% | +55.4% | +104.0% | +126.8% |
| 3Y | +361.6% | +173.8% | +187.8% | +231.8% |
| All | +416.0% | +393.5% | +22.5% | +184.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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