+221.6%
LRCX vs CF
+57.7%
+163.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.7% | +7.5% | +8.3% |
| 7D | -16.2% | -3.2% | -13.0% | -16.2% |
| 30D | -39.2% | +4.3% | -43.5% | -38.5% |
| 3M | -34.4% | +2.8% | -37.2% | -33.8% |
| 6M | -32.4% | +0.6% | -33.0% | -31.8% |
| YTD | +17.4% | +56.6% | -39.2% | +9.6% |
| 1Y | +24.2% | +49.6% | -25.5% | +16.6% |
| 3Y | +221.6% | +61.5% | +160.1% | +181.4% |
| All | +221.6% | +57.7% | +163.8% | +181.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling