+388.9%
LRCX vs CG
+48.1%
+340.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | +0.8% |
| 7D | +9.5% | -6.4% | +16.0% | +13.5% |
| 30D | +3.1% | -7.1% | +10.1% | +6.9% |
| 3M | -3.4% | -1.6% | -1.8% | -3.3% |
| 6M | +49.7% | -8.3% | +58.0% | +55.3% |
| YTD | +84.9% | -23.8% | +108.7% | +111.5% |
| 1Y | +200.8% | -28.7% | +229.6% | +256.4% |
| All | +388.9% | +48.1% | +340.8% | +270.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling