+424.9%
LRCX vs CCI
-50.8%
+475.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.9% | -5.5% |
| 7D | +1.8% | -4.4% | +6.2% | +2.1% |
| 30D | -4.3% | +0.3% | -4.6% | -4.3% |
| 3M | -7.3% | -20.0% | +12.6% | -5.2% |
| 6M | +38.6% | -14.5% | +53.1% | +39.7% |
| YTD | +74.4% | -14.9% | +89.3% | +75.4% |
| 1Y | +179.1% | -17.7% | +196.8% | +182.2% |
| 3Y | +357.7% | -12.4% | +370.0% | +327.2% |
| 5Y | +424.9% | -50.1% | +475.0% | +525.5% |
| All | +424.9% | -50.8% | +475.6% | +525.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling