+208.1%
LRCX vs CCI
-18.8%
+226.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.9% | +7.0% | +4.3% |
| 7D | +1.9% | -0.4% | +2.3% | +1.7% |
| 30D | +0.1% | +2.7% | -2.6% | +1.3% |
| 3M | -8.5% | -18.2% | +9.7% | -11.9% |
| 6M | +38.1% | -14.8% | +52.8% | +33.9% |
| YTD | +80.1% | -12.6% | +92.7% | +75.0% |
| 1Y | +208.1% | -16.7% | +224.8% | +203.3% |
| All | +208.1% | -18.8% | +226.8% | +203.3% |
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