+48.0%
LRCX vs CEG
-19.5%
+67.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -2.9% |
| 7D | +12.7% | +12.1% | +0.6% | +6.1% |
| 30D | -21.3% | +0.2% | -21.5% | -21.5% |
| 3M | -32.9% | +0.7% | -33.6% | -33.6% |
| 6M | -23.4% | +2.2% | -25.6% | -25.1% |
| YTD | +32.4% | -20.3% | +52.7% | +41.3% |
| 1Y | +48.0% | -16.1% | +64.1% | +52.6% |
| All | +48.0% | -19.5% | +67.6% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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