+42.8%
LRCX vs CAT
+5.5%
+37.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.2% | +1.2% | +1.9% |
| 7D | -12.8% | -17.1% | +4.4% | +6.8% |
| 30D | -36.0% | -30.1% | -5.8% | -4.2% |
| 3M | -30.2% | -32.4% | +2.1% | +8.9% |
| 6M | -14.2% | -32.1% | +17.9% | +37.9% |
| YTD | +29.7% | +4.1% | +25.6% | +26.5% |
| 1Y | +42.8% | +8.9% | +33.9% | +24.6% |
| All | +42.8% | +5.5% | +37.3% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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