+388.9%
LRCX vs CCJ
+172.7%
+216.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | +9.5% | +4.2% | +5.4% | +7.7% |
| 30D | +3.1% | +3.2% | -0.1% | +1.6% |
| 3M | -3.4% | -1.8% | -1.6% | -2.8% |
| 6M | +49.7% | -13.5% | +63.2% | +57.2% |
| YTD | +84.9% | +9.7% | +75.1% | +79.5% |
| 1Y | +200.8% | +30.0% | +170.8% | +171.7% |
| All | +388.9% | +172.7% | +216.2% | +243.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 3y: compounded portfolio wealth divided by compounded CCJ 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…
3y analysis · Full analysis span regression · 6 months rolling