+460.5%
LRCX vs CI
+43.3%
+417.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.5% |
| 7D | +9.5% | -1.1% | +10.6% | +9.6% |
| 30D | +3.1% | +0.5% | +2.6% | +3.0% |
| 3M | -3.4% | -5.2% | +1.8% | -3.2% |
| 6M | +49.7% | +4.3% | +45.4% | +48.3% |
| YTD | +84.9% | +2.8% | +82.1% | +83.6% |
| 1Y | +200.8% | -5.8% | +206.6% | +200.5% |
| 3Y | +385.1% | +4.7% | +380.3% | +355.6% |
| 5Y | +460.5% | +42.7% | +417.8% | +360.0% |
| All | +460.5% | +43.3% | +417.2% | +360.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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