+38.1%
LRCX vs CI
+1.6%
+36.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +4.4% |
| 7D | +1.9% | +1.3% | +0.6% | +2.7% |
| 30D | +0.1% | +4.4% | -4.4% | +2.7% |
| 3M | -8.5% | +0.7% | -9.1% | -7.2% |
| 6M | +38.1% | +0.3% | +37.7% | +41.0% |
| All | +38.1% | +1.6% | +36.4% | +41.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling