+225.1%
LRCX vs CAI
-9.9%
+234.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | -0.1% |
| 7D | -3.1% | -2.9% | -0.2% | -2.7% |
| 30D | -8.6% | +9.3% | -17.9% | -9.7% |
| 3M | -17.7% | +35.2% | -52.9% | -21.8% |
| 6M | +36.4% | +30.7% | +5.6% | +28.7% |
| YTD | +74.5% | -9.8% | +84.3% | +72.7% |
| 1Y | +159.4% | -28.9% | +188.3% | +161.5% |
| All | +225.1% | -9.9% | +234.9% | +226.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling