+2,520.1%
LRCX vs CHRW
+128.6%
+2,391.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.4% | -3.4% |
| 7D | +12.7% | +7.3% | +5.4% | +10.1% |
| 30D | -21.3% | -3.6% | -17.7% | -20.6% |
| 3M | -32.9% | -9.6% | -23.3% | -31.3% |
| 6M | -23.4% | -17.0% | -6.4% | -20.4% |
| YTD | +32.4% | -15.4% | +47.8% | +34.6% |
| 1Y | +48.0% | -10.0% | +58.0% | +46.9% |
| 3Y | +243.9% | +82.2% | +161.8% | +137.7% |
| 5Y | +280.6% | +59.4% | +221.3% | +177.8% |
| All | +2,520.1% | +128.6% | +2,391.5% | +1,468.5% |
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