+33,721.9%
LRCX vs CCJ
+1,604.2%
+32,117.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +3.8% |
| 7D | +10.4% | +5.9% | +4.5% | +8.4% |
| 30D | +2.9% | +4.7% | -1.8% | +1.3% |
| 3M | -1.2% | -3.3% | +2.1% | +0.1% |
| 6M | +60.9% | -7.0% | +67.9% | +64.8% |
| YTD | +87.5% | +11.5% | +76.1% | +81.4% |
| 1Y | +206.6% | +32.3% | +174.4% | +176.8% |
| 3Y | +392.1% | +176.8% | +215.3% | +239.4% |
| 5Y | +478.4% | +351.8% | +126.6% | +225.2% |
| 10Y | +3,821.0% | +1,080.5% | +2,740.5% | +1,334.0% |
| All | +33,721.9% | +1,604.2% | +32,117.7% | +6,289.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling