+45.5%
LRCX vs CAT
+7.0%
+38.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.6% |
| 7D | +26.2% | +9.3% | +16.9% | +14.0% |
| 30D | -22.4% | -21.5% | -0.9% | +2.6% |
| 3M | -28.2% | -29.1% | +0.9% | +6.7% |
| 6M | -19.0% | -33.4% | +14.3% | +32.9% |
| YTD | +37.0% | +6.6% | +30.4% | +33.7% |
| 1Y | +45.5% | +6.5% | +39.0% | +41.3% |
| All | +45.5% | +7.0% | +38.5% | +41.3% |
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