+42.8%
LRCX vs CCI
+7.6%
+35.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.5% | -10.5% | -2.0% |
| 7D | -12.8% | +5.0% | -17.8% | -11.3% |
| 30D | -36.0% | +36.4% | -72.4% | -28.6% |
| 3M | -30.2% | +20.4% | -50.6% | -26.3% |
| 6M | -14.2% | +4.9% | -19.1% | -11.4% |
| YTD | +29.7% | +7.8% | +22.0% | +34.9% |
| 1Y | +42.8% | +7.3% | +35.5% | +49.1% |
| All | +42.8% | +7.6% | +35.2% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling