+8,132.1%
LRCX vs CAPR
-99.1%
+8,231.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +5.1% |
| 7D | +1.9% | -2.0% | +3.9% | +1.9% |
| 30D | +0.1% | +139.2% | -139.1% | -1.6% |
| 3M | -8.5% | -66.4% | +57.9% | -7.8% |
| 6M | +38.1% | -63.1% | +101.2% | +38.7% |
| YTD | +80.1% | -67.4% | +147.5% | +81.2% |
| 1Y | +208.1% | +58.2% | +149.8% | +191.3% |
| 3Y | +350.2% | +42.2% | +308.0% | +317.1% |
| 5Y | +430.7% | +87.3% | +343.4% | +385.1% |
| 10Y | +3,633.2% | -75.3% | +3,708.5% | +3,188.9% |
| All | +8,132.1% | -99.1% | +8,231.2% | +7,085.3% |
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