+206.6%
LRCX vs CF
+60.9%
+145.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.4% | +4.5% |
| 7D | +10.4% | -0.9% | +11.4% | +10.1% |
| 30D | +2.9% | +18.1% | -15.2% | +10.6% |
| 3M | -1.2% | +23.4% | -24.5% | +8.7% |
| 6M | +60.9% | +17.1% | +43.8% | +73.8% |
| YTD | +87.5% | +76.2% | +11.3% | +115.4% |
| 1Y | +206.6% | +62.3% | +144.4% | +258.7% |
| All | +206.6% | +60.9% | +145.7% | +258.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling