+8,058.3%
LRCX vs CF
+5,315.1%
+2,743.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.7% | +7.5% | +8.1% |
| 7D | -16.2% | -3.2% | -13.0% | -15.7% |
| 30D | -39.2% | +4.3% | -43.5% | -40.2% |
| 3M | -34.4% | +2.8% | -37.2% | -35.7% |
| 6M | -32.4% | +0.6% | -33.0% | -34.2% |
| YTD | +17.4% | +56.6% | -39.2% | -2.5% |
| 1Y | +24.2% | +49.6% | -25.5% | +4.1% |
| 3Y | +221.6% | +61.5% | +160.1% | +156.9% |
| 5Y | +245.2% | +124.0% | +121.3% | +137.0% |
| 10Y | +2,310.5% | +573.2% | +1,737.3% | +1,014.7% |
| All | +8,058.3% | +5,315.1% | +2,743.2% | +1,725.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling