+468.6%
LRCX vs CFG
+101.5%
+367.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.7% |
| 7D | +10.4% | +2.7% | +7.7% | +8.9% |
| 30D | +2.9% | -3.7% | +6.6% | +5.0% |
| 3M | -1.2% | +9.5% | -10.6% | -5.8% |
| 6M | +60.9% | +22.2% | +38.6% | +45.3% |
| YTD | +87.5% | +22.3% | +65.2% | +69.4% |
| 1Y | +206.6% | +39.4% | +167.2% | +159.7% |
| 3Y | +392.1% | +188.5% | +203.6% | +190.6% |
| All | +468.6% | +101.5% | +367.2% | +320.9% |
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