+460.5%
LRCX vs CHRW
+89.7%
+370.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.5% |
| 7D | +9.5% | +4.1% | +5.5% | +8.4% |
| 30D | +3.1% | +1.9% | +1.2% | +2.5% |
| 3M | -3.4% | -21.2% | +17.8% | +2.6% |
| 6M | +49.7% | -16.7% | +66.4% | +55.4% |
| YTD | +84.9% | -5.4% | +90.2% | +83.0% |
| 1Y | +200.8% | +21.2% | +179.7% | +174.2% |
| 3Y | +385.1% | +86.5% | +298.6% | +265.3% |
| 5Y | +460.5% | +93.0% | +367.5% | +308.9% |
| All | +460.5% | +89.7% | +370.8% | +308.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling