+6,162.2%
LRCX vs CAPR
-99.0%
+6,261.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.7% | +7.8% | -0.8% |
| 7D | +26.2% | +19.1% | +7.2% | +25.8% |
| 30D | -22.4% | +48.8% | -71.2% | -22.9% |
| 3M | -28.2% | +144.4% | -172.6% | -29.6% |
| 6M | -19.0% | -67.5% | +48.5% | -18.5% |
| YTD | +37.0% | -64.5% | +101.5% | +37.4% |
| 1Y | +45.5% | +74.4% | -29.0% | +37.3% |
| 3Y | +249.7% | +265.7% | -16.0% | +218.7% |
| 5Y | +293.9% | +196.0% | +97.9% | +257.1% |
| 10Y | +2,639.6% | -62.4% | +2,702.0% | +2,305.5% |
| All | +6,162.2% | -99.0% | +6,261.1% | +5,349.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling