+3,355.0%
LRCX vs CFG
+358.2%
+2,996.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -3.6% | +0.7% | -4.3% | -3.7% |
| 30D | -30.3% | +2.8% | -33.0% | -31.1% |
| 3M | -27.3% | -10.1% | -17.3% | -23.5% |
| 6M | -24.2% | +3.2% | -27.4% | -25.7% |
| YTD | +30.3% | +14.2% | +16.1% | +22.1% |
| 1Y | +34.3% | +27.4% | +6.9% | +19.4% |
| 3Y | +232.6% | +187.6% | +45.1% | +96.6% |
| 5Y | +286.2% | +65.7% | +220.5% | +188.8% |
| 10Y | +2,547.4% | +219.7% | +2,327.7% | +1,187.0% |
| All | +3,355.0% | +358.2% | +2,996.8% | +1,322.6% |
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