+2,520.1%
LRCX vs CFG
+216.2%
+2,303.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.7% |
| 7D | +12.7% | +3.2% | +9.5% | +11.1% |
| 30D | -21.3% | +5.1% | -26.4% | -23.1% |
| 3M | -32.9% | -11.2% | -21.7% | -28.9% |
| 6M | -23.4% | +9.6% | -33.0% | -27.0% |
| YTD | +32.4% | +15.0% | +17.4% | +23.5% |
| 1Y | +48.0% | +29.9% | +18.2% | +30.1% |
| 3Y | +243.9% | +192.1% | +51.9% | +100.4% |
| 5Y | +280.6% | +62.3% | +218.3% | +186.9% |
| All | +2,520.1% | +216.2% | +2,303.9% | +1,381.2% |
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