+388.9%
LRCX vs CEG
+175.4%
+213.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.8% |
| 7D | +9.5% | +1.3% | +8.2% | +9.0% |
| 30D | +3.1% | +8.8% | -5.8% | -0.3% |
| 3M | -3.4% | +17.0% | -20.4% | -9.0% |
| 6M | +49.7% | -8.7% | +58.4% | +53.1% |
| YTD | +84.9% | -16.4% | +101.3% | +94.1% |
| 1Y | +200.8% | -1.8% | +202.6% | +199.1% |
| All | +388.9% | +175.4% | +213.5% | +230.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling