+42.8%
LRCX vs CFG
+34.2%
+8.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.4% | -5.6% |
| 7D | -12.8% | +1.8% | -14.5% | -13.8% |
| 30D | -36.0% | +3.3% | -39.3% | -37.5% |
| 3M | -30.2% | -9.8% | -20.4% | -24.7% |
| 6M | -14.2% | +5.2% | -19.4% | -18.9% |
| YTD | +29.7% | +16.1% | +13.6% | +11.1% |
| 1Y | +42.8% | +33.7% | +9.1% | +7.4% |
| All | +42.8% | +34.2% | +8.6% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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