+208.1%
LRCX vs CGNX
+42.4%
+165.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.7% | +3.9% |
| 7D | +1.9% | +3.0% | -1.1% | +0.5% |
| 30D | +0.1% | -11.8% | +11.9% | +6.3% |
| 3M | -8.5% | -3.6% | -4.9% | -5.8% |
| 6M | +38.1% | +17.4% | +20.7% | +34.0% |
| YTD | +80.1% | +73.7% | +6.3% | +50.2% |
| 1Y | +208.1% | +41.5% | +166.5% | +179.5% |
| All | +208.1% | +42.4% | +165.7% | +179.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling