+392.1%
LRCX vs CFG
+193.0%
+199.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.7% |
| 7D | +10.4% | +2.7% | +7.7% | +8.8% |
| 30D | +2.9% | -3.7% | +6.6% | +5.0% |
| 3M | -1.2% | +9.5% | -10.6% | -6.0% |
| 6M | +60.9% | +22.2% | +38.6% | +44.9% |
| YTD | +87.5% | +22.3% | +65.2% | +69.0% |
| 1Y | +206.6% | +39.4% | +167.2% | +159.4% |
| 3Y | +392.1% | +188.5% | +203.6% | +220.7% |
| All | +392.1% | +193.0% | +199.1% | +220.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling