+2,611.3%
LRCX vs CF
+478.3%
+2,133.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.2% |
| 7D | +26.2% | +5.4% | +20.9% | +24.8% |
| 30D | -22.4% | +6.5% | -28.9% | -23.8% |
| 3M | -28.2% | +4.6% | -32.9% | -29.7% |
| 6M | -19.0% | -3.3% | -15.7% | -19.8% |
| YTD | +37.0% | +63.9% | -26.9% | +11.8% |
| 1Y | +45.5% | +50.4% | -5.0% | +21.7% |
| 3Y | +249.7% | +68.2% | +181.4% | +173.2% |
| 5Y | +293.9% | +113.8% | +180.0% | +163.1% |
| All | +2,611.3% | +478.3% | +2,133.0% | +1,139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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