+559.9%
LRCX vs CIFR
-31.1%
+590.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.7% | -2.8% |
| 7D | +12.7% | +4.8% | +7.9% | +12.0% |
| 30D | -21.3% | -31.0% | +9.7% | -17.5% |
| 3M | -32.9% | -58.7% | +25.8% | -25.2% |
| 6M | -23.4% | -67.7% | +44.3% | -12.7% |
| YTD | +32.4% | -53.5% | +85.9% | +43.5% |
| 1Y | +48.0% | -54.1% | +102.1% | +60.0% |
| 3Y | +243.9% | +138.2% | +105.7% | +188.1% |
| 5Y | +280.6% | -18.5% | +299.1% | +196.3% |
| All | +559.9% | -31.1% | +590.9% | +399.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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