+4,674.6%
LRCX vs CFG
+396.4%
+4,278.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.2% |
| 7D | +1.9% | +1.5% | +0.4% | +1.1% |
| 30D | +0.1% | -3.8% | +3.9% | +2.1% |
| 3M | -8.5% | +11.5% | -20.0% | -13.4% |
| 6M | +38.1% | +19.2% | +18.9% | +26.9% |
| YTD | +80.1% | +23.7% | +56.4% | +62.4% |
| 1Y | +208.1% | +38.8% | +169.2% | +162.6% |
| 3Y | +350.2% | +178.9% | +171.3% | +168.3% |
| 5Y | +430.7% | +101.8% | +328.9% | +260.0% |
| 10Y | +3,633.2% | +317.3% | +3,315.9% | +1,502.0% |
| All | +4,674.6% | +396.4% | +4,278.2% | +1,792.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling