+42.8%
LRCX vs CAI
+12.6%
+30.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.2% | -4.2% |
| 7D | -12.8% | -6.3% | -6.5% | -12.0% |
| 30D | -36.0% | +9.3% | -45.3% | -36.5% |
| 3M | -30.2% | +106.3% | -136.6% | -37.7% |
| 6M | -14.2% | +77.7% | -92.0% | -22.1% |
| YTD | +29.7% | +23.1% | +6.6% | +24.1% |
| 1Y | +42.8% | +6.5% | +36.3% | +36.8% |
| All | +42.8% | +12.6% | +30.2% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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