+3,549.0%
LRCX vs CG
+314.7%
+3,234.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +1.1% |
| 7D | -3.1% | -9.9% | +6.8% | +2.9% |
| 30D | -8.6% | -11.7% | +3.1% | -2.2% |
| 3M | -17.7% | -4.3% | -13.4% | -16.2% |
| 6M | +36.4% | -8.8% | +45.1% | +42.1% |
| YTD | +74.5% | -26.9% | +101.4% | +105.1% |
| 1Y | +159.4% | -35.4% | +194.9% | +226.6% |
| 3Y | +361.6% | +43.0% | +318.5% | +249.4% |
| 5Y | +425.2% | +1.9% | +423.3% | +365.4% |
| All | +3,549.0% | +314.7% | +3,234.3% | +1,615.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling