+33.6%
LRCX vs CF
+47.0%
-13.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.1% | +10.5% | +10.4% |
| 7D | -2.7% | -0.9% | -1.9% | -2.3% |
| 30D | -30.6% | +6.9% | -37.5% | -27.6% |
| 3M | -28.8% | +4.8% | -33.7% | -25.8% |
| 6M | -24.6% | +4.7% | -29.3% | -20.8% |
| YTD | +29.7% | +56.5% | -26.8% | +45.7% |
| All | +33.6% | +47.0% | -13.4% | +46.7% |
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