+293.9%
LRCX vs CI
+48.8%
+245.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.9% |
| 7D | +26.2% | -1.7% | +28.0% | +26.2% |
| 30D | -22.4% | +4.9% | -27.2% | -22.4% |
| 3M | -28.2% | +7.4% | -35.6% | -28.4% |
| 6M | -19.0% | +0.4% | -19.4% | -18.9% |
| YTD | +37.0% | +9.5% | +27.5% | +35.8% |
| 1Y | +45.5% | +12.0% | +33.5% | +43.9% |
| 3Y | +249.7% | +7.1% | +242.6% | +232.8% |
| 5Y | +293.9% | +49.3% | +244.5% | +221.0% |
| All | +293.9% | +48.8% | +245.0% | +221.0% |
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