+3,546.5%
LRCX vs CASY
+464.4%
+3,082.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.6% |
| 7D | +1.8% | -17.2% | +19.1% | +9.2% |
| 30D | -4.3% | -24.4% | +20.1% | +6.3% |
| 3M | -7.3% | -31.4% | +24.1% | +6.4% |
| 6M | +38.6% | -8.9% | +47.5% | +38.3% |
| YTD | +74.4% | +13.8% | +60.6% | +57.2% |
| 1Y | +179.1% | +17.0% | +162.2% | +146.8% |
| 3Y | +357.7% | +163.1% | +194.6% | +166.5% |
| 5Y | +424.9% | +239.0% | +185.9% | +165.1% |
| All | +3,546.5% | +464.4% | +3,082.0% | +1,351.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CASY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling