+179.1%
LRCX vs CAT
+93.5%
+85.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.4% | -4.2% |
| 7D | +1.8% | +0.6% | +1.2% | +1.3% |
| 30D | -4.3% | -4.5% | +0.2% | +1.1% |
| 3M | -7.3% | -5.8% | -1.5% | +3.0% |
| 6M | +38.6% | +12.7% | +25.8% | +29.6% |
| YTD | +74.4% | +41.4% | +33.0% | +34.5% |
| 1Y | +179.1% | +92.1% | +87.1% | +55.3% |
| All | +179.1% | +93.5% | +85.6% | +55.3% |
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