+3,546.5%
LRCX vs CHRW
+182.4%
+3,364.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -7.0% | -6.1% |
| 7D | +1.8% | +4.4% | -2.5% | +0.3% |
| 30D | -4.3% | +5.5% | -9.8% | -6.2% |
| 3M | -7.3% | -17.3% | +9.9% | -2.0% |
| 6M | +38.6% | -12.7% | +51.2% | +42.5% |
| YTD | +74.4% | -4.1% | +78.5% | +71.4% |
| 1Y | +179.1% | +21.2% | +157.9% | +148.0% |
| 3Y | +357.7% | +88.9% | +268.8% | +219.5% |
| 5Y | +424.9% | +93.1% | +331.8% | +257.8% |
| All | +3,546.5% | +182.4% | +3,364.0% | +1,986.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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