+361.6%
LRCX vs CARR
+1.4%
+360.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.9% |
| 7D | -3.1% | -3.8% | +0.7% | -0.4% |
| 30D | -8.6% | -8.9% | +0.4% | -2.4% |
| 3M | -17.7% | -17.3% | -0.4% | -5.4% |
| 6M | +36.4% | -1.4% | +37.7% | +39.5% |
| YTD | +74.5% | +10.0% | +64.6% | +65.9% |
| 1Y | +159.4% | -6.4% | +165.8% | +171.7% |
| 3Y | +361.6% | +1.5% | +360.0% | +328.8% |
| All | +361.6% | +1.4% | +360.2% | +328.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling