+232.6%
LRCX vs CAPR
+222.5%
+10.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.9% | +10.4% | +0.6% |
| 7D | -3.6% | +7.6% | -11.3% | -3.7% |
| 30D | -30.3% | +13.3% | -43.5% | -30.3% |
| 3M | -27.3% | +130.4% | -157.7% | -28.0% |
| 6M | -24.2% | -70.8% | +46.6% | -23.7% |
| YTD | +30.3% | -69.3% | +99.6% | +31.1% |
| 1Y | +34.3% | +59.5% | -25.2% | +30.2% |
| 3Y | +232.6% | +216.8% | +15.9% | +231.1% |
| All | +232.6% | +222.5% | +10.1% | +231.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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