+2,479.7%
LRCX vs CF
+546.3%
+1,933.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.1% | +10.5% | +10.4% |
| 7D | -2.7% | -0.9% | -1.9% | -2.8% |
| 30D | -30.6% | +6.9% | -37.5% | -32.0% |
| 3M | -28.8% | +4.8% | -33.7% | -30.4% |
| 6M | -24.6% | +4.7% | -29.3% | -27.1% |
| YTD | +29.7% | +56.5% | -26.8% | +7.0% |
| 1Y | +39.5% | +48.4% | -8.9% | +16.7% |
| 3Y | +248.9% | +59.1% | +189.8% | +176.4% |
| 5Y | +274.3% | +109.5% | +164.8% | +150.3% |
| 10Y | +2,479.7% | +487.0% | +1,992.8% | +1,097.0% |
| All | +2,479.7% | +546.3% | +1,933.5% | +1,097.0% |
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