+48.0%
LRCX vs CAT
+5.7%
+42.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.5% | -2.4% |
| 7D | +12.7% | +7.4% | +5.3% | +3.9% |
| 30D | -21.3% | -19.7% | -1.6% | +1.2% |
| 3M | -32.9% | -29.6% | -3.3% | +0.5% |
| 6M | -23.4% | -33.2% | +9.8% | +25.6% |
| YTD | +32.4% | +5.7% | +26.7% | +31.9% |
| 1Y | +48.0% | +9.3% | +38.7% | +41.9% |
| All | +48.0% | +5.7% | +42.4% | +41.9% |
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