+42.8%
LRCX vs CARR
-1.4%
+44.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.6% | -4.4% |
| 7D | -12.8% | -0.7% | -12.1% | -12.3% |
| 30D | -36.0% | +0.3% | -36.3% | -36.4% |
| 3M | -30.2% | -14.9% | -15.3% | -20.5% |
| 6M | -14.2% | -14.9% | +0.6% | -0.9% |
| YTD | +29.7% | +7.0% | +22.7% | +24.1% |
| 1Y | +42.8% | -1.8% | +44.6% | +41.2% |
| All | +42.8% | -1.4% | +44.2% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling