+3,546.5%
LRCX vs CDW
+271.4%
+3,275.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.7% |
| 7D | +1.8% | -7.4% | +9.2% | +6.5% |
| 30D | -4.3% | +5.8% | -10.1% | -8.6% |
| 3M | -7.3% | +10.8% | -18.1% | -16.4% |
| 6M | +38.6% | +21.5% | +17.1% | +10.3% |
| YTD | +74.4% | +6.4% | +68.1% | +49.6% |
| 1Y | +179.1% | -14.8% | +193.9% | +182.7% |
| 3Y | +357.7% | -29.9% | +387.5% | +430.1% |
| 5Y | +424.9% | -22.9% | +447.7% | +459.8% |
| All | +3,546.5% | +271.4% | +3,275.0% | +1,535.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling