+281,108.8%
LRCX vs CGNX
+12,871.6%
+268,237.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -1.7% |
| 7D | -3.1% | +3.2% | -6.2% | -4.4% |
| 30D | -8.6% | +6.0% | -14.6% | -10.9% |
| 3M | -17.7% | +3.5% | -21.2% | -18.1% |
| 6M | +36.4% | +26.3% | +10.1% | +25.4% |
| YTD | +74.5% | +79.2% | -4.7% | +32.7% |
| 1Y | +159.4% | +43.8% | +115.7% | +115.4% |
| 3Y | +361.6% | +52.0% | +309.6% | +260.6% |
| 5Y | +425.2% | -24.0% | +449.3% | +445.7% |
| 10Y | +3,645.0% | +189.1% | +3,455.9% | +2,091.4% |
| All | +281,108.8% | +12,871.6% | +268,237.2% | +35,394.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling