+3,532.0%
LRCX vs CFG
+358.5%
+3,173.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | +26.2% | +1.6% | +24.6% | +25.4% |
| 30D | -22.4% | +3.3% | -25.6% | -23.5% |
| 3M | -28.2% | -11.5% | -16.7% | -23.8% |
| 6M | -19.0% | +6.2% | -25.2% | -21.6% |
| YTD | +37.0% | +14.3% | +22.7% | +28.3% |
| 1Y | +45.5% | +26.7% | +18.8% | +29.7% |
| 3Y | +249.7% | +187.8% | +61.9% | +106.6% |
| 5Y | +293.9% | +61.3% | +232.6% | +198.4% |
| 10Y | +2,639.6% | +217.2% | +2,422.4% | +1,236.5% |
| All | +3,532.0% | +358.5% | +3,173.5% | +1,395.4% |
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