+392.1%
LRCX vs CAT
+204.7%
+187.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.1% | +3.2% |
| 7D | +10.4% | +5.6% | +4.9% | +5.0% |
| 30D | +2.9% | -2.3% | +5.3% | +5.5% |
| 3M | -1.2% | -10.0% | +8.8% | +11.6% |
| 6M | +60.9% | +21.2% | +39.6% | +42.4% |
| YTD | +87.5% | +44.4% | +43.1% | +45.0% |
| 1Y | +206.6% | +96.3% | +110.4% | +86.9% |
| 3Y | +392.1% | +203.9% | +188.2% | +113.8% |
| All | +392.1% | +204.7% | +187.4% | +113.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling