+460.5%
LRCX vs CAPR
+76.3%
+384.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -1.4% |
| 7D | +9.5% | -12.6% | +22.2% | +9.8% |
| 30D | +3.1% | +124.4% | -121.3% | +1.5% |
| 3M | -3.4% | -66.8% | +63.4% | -2.5% |
| 6M | +49.7% | -71.8% | +121.5% | +51.4% |
| YTD | +84.9% | -70.1% | +154.9% | +86.7% |
| 1Y | +200.8% | +33.3% | +167.5% | +185.4% |
| 3Y | +385.1% | +36.7% | +348.3% | +313.5% |
| 5Y | +460.5% | +72.5% | +388.0% | +331.1% |
| All | +460.5% | +76.3% | +384.2% | +331.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling