+12,408.7%
LRCX vs CF
+5,948.3%
+6,460.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.2% | +8.4% | +6.0% |
| 7D | +1.9% | +6.0% | -4.1% | +0.2% |
| 30D | +0.1% | +14.8% | -14.8% | -3.9% |
| 3M | -8.5% | +14.1% | -22.5% | -12.6% |
| 6M | +38.1% | +28.5% | +9.5% | +23.4% |
| YTD | +80.1% | +74.9% | +5.1% | +46.5% |
| 1Y | +208.1% | +61.7% | +146.4% | +154.8% |
| 3Y | +350.2% | +80.3% | +269.9% | +251.3% |
| 5Y | +430.7% | +226.0% | +204.7% | +227.8% |
| 10Y | +3,633.2% | +569.9% | +3,063.4% | +1,640.8% |
| All | +12,408.7% | +5,948.3% | +6,460.4% | +2,643.1% |
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