+159.4%
LRCX vs CCI
-15.7%
+175.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | +1.1% |
| 7D | -3.1% | -0.3% | -2.8% | -3.2% |
| 30D | -8.6% | +2.2% | -10.8% | -7.6% |
| 3M | -17.7% | -16.9% | -0.8% | -20.9% |
| 6M | +36.4% | -11.5% | +47.9% | +32.3% |
| YTD | +74.5% | -12.8% | +87.4% | +68.7% |
| 1Y | +159.4% | -17.1% | +176.5% | +154.3% |
| All | +159.4% | -15.7% | +175.2% | +154.3% |
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