+416.0%
LRCX vs CBOE
+136.7%
+279.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | -0.2% |
| 7D | -3.1% | -5.8% | +2.7% | -3.9% |
| 30D | -8.6% | -3.1% | -5.4% | -8.9% |
| 3M | -17.7% | -4.8% | -12.9% | -17.6% |
| 6M | +36.4% | -0.6% | +36.9% | +37.5% |
| YTD | +74.5% | +12.8% | +61.8% | +77.0% |
| 1Y | +159.4% | +19.8% | +139.7% | +163.4% |
| 3Y | +361.6% | +86.9% | +274.6% | +316.6% |
| All | +416.0% | +136.7% | +279.4% | +295.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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