+290,000.9%
LRCX vs CAT
+26,255.7%
+263,745.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.1% |
| 7D | +1.9% | +1.7% | +0.2% | +1.0% |
| 30D | +0.1% | -6.6% | +6.6% | +4.2% |
| 3M | -8.5% | -13.3% | +4.8% | +1.3% |
| 6M | +38.1% | +11.6% | +26.4% | +33.5% |
| YTD | +80.1% | +42.9% | +37.1% | +52.3% |
| 1Y | +208.1% | +95.4% | +112.6% | +120.1% |
| 3Y | +350.2% | +196.6% | +153.6% | +156.4% |
| 5Y | +430.7% | +321.7% | +109.0% | +145.3% |
| 10Y | +3,633.2% | +1,140.8% | +2,492.4% | +843.3% |
| All | +290,000.9% | +26,255.7% | +263,745.1% | +17,319.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling