+392.1%
LRCX vs CAPR
+42.0%
+350.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.6% | +7.8% | +4.2% |
| 7D | +10.4% | -9.5% | +19.9% | +10.5% |
| 30D | +2.9% | +121.5% | -118.6% | +2.0% |
| 3M | -1.2% | -65.4% | +64.2% | -0.5% |
| 6M | +60.9% | -67.5% | +128.4% | +62.0% |
| YTD | +87.5% | -68.6% | +156.1% | +88.8% |
| 1Y | +206.6% | +42.7% | +164.0% | +198.6% |
| 3Y | +392.1% | +43.4% | +348.7% | +354.0% |
| All | +392.1% | +42.0% | +350.1% | +354.0% |
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