+2,611.3%
LRCX vs CFG
+214.3%
+2,397.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | +26.2% | +1.6% | +24.6% | +25.3% |
| 30D | -22.4% | +3.3% | -25.6% | -23.5% |
| 3M | -28.2% | -11.5% | -16.7% | -23.8% |
| 6M | -19.0% | +6.2% | -25.2% | -21.7% |
| YTD | +37.0% | +14.3% | +22.7% | +28.2% |
| 1Y | +45.5% | +26.7% | +18.8% | +29.5% |
| 3Y | +249.7% | +187.8% | +61.9% | +105.3% |
| 5Y | +293.9% | +61.3% | +232.6% | +197.8% |
| All | +2,611.3% | +214.3% | +2,397.0% | +1,437.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling