+281.2%
LRCX vs CAT
+205.5%
+75.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +2.5% |
| 7D | -3.6% | -6.3% | +2.7% | +2.5% |
| 30D | -30.3% | -26.8% | -3.5% | -9.6% |
| 3M | -27.3% | -30.0% | +2.7% | -2.1% |
| 6M | -24.2% | -34.6% | +10.4% | +10.4% |
| YTD | +30.3% | +2.9% | +27.4% | +38.3% |
| 1Y | +34.3% | +3.3% | +31.0% | +42.4% |
| 3Y | +232.6% | +153.7% | +79.0% | +96.2% |
| All | +281.2% | +205.5% | +75.7% | +96.4% |
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