+460.5%
LRCX vs CAT
+330.4%
+130.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.8% |
| 7D | +9.5% | +2.9% | +6.6% | +7.1% |
| 30D | +3.1% | -2.6% | +5.7% | +5.6% |
| 3M | -3.4% | -10.7% | +7.3% | +8.0% |
| 6M | +49.7% | +16.1% | +33.5% | +39.3% |
| YTD | +84.9% | +43.2% | +41.6% | +49.6% |
| 1Y | +200.8% | +96.8% | +104.0% | +97.2% |
| 3Y | +385.1% | +201.4% | +183.7% | +140.6% |
| 5Y | +460.5% | +332.7% | +127.8% | +120.1% |
| All | +460.5% | +330.4% | +130.1% | +120.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling