+304.3%
LRCX vs CFG
+66.4%
+237.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.2% | +5.6% |
| 7D | +6.5% | -0.8% | +7.3% | +7.3% |
| 30D | -23.8% | +3.1% | -26.9% | -24.9% |
| 3M | -24.2% | -9.7% | -14.5% | -20.1% |
| 6M | -20.2% | +6.7% | -26.9% | -23.1% |
| YTD | +38.2% | +15.2% | +23.0% | +28.5% |
| 1Y | +48.9% | +28.8% | +20.1% | +30.9% |
| 3Y | +252.8% | +190.1% | +62.7% | +107.0% |
| 5Y | +304.3% | +63.4% | +240.9% | +232.2% |
| All | +304.3% | +66.4% | +237.9% | +232.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling