+8,657.5%
LRCX vs CBOE
+1,020.3%
+7,637.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +9.5% | -0.8% | +10.3% | +9.7% |
| 30D | +3.1% | +2.7% | +0.4% | +2.3% |
| 3M | -3.4% | +0.7% | -4.1% | -4.7% |
| 6M | +49.7% | -2.0% | +51.7% | +47.2% |
| YTD | +84.9% | +17.1% | +67.7% | +71.2% |
| 1Y | +200.8% | +26.5% | +174.3% | +170.5% |
| 3Y | +385.1% | +96.1% | +288.9% | +255.2% |
| 5Y | +460.5% | +149.3% | +311.2% | +266.2% |
| 10Y | +3,866.3% | +386.5% | +3,479.8% | +1,856.7% |
| All | +8,657.5% | +1,020.3% | +7,637.1% | +2,708.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling