+770.1%
LRCX vs CIFR
+69.3%
+700.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | -0.7% |
| 7D | -3.1% | -5.0% | +2.0% | -2.5% |
| 30D | -8.6% | -5.7% | -2.8% | -8.3% |
| 3M | -17.7% | -25.5% | +7.9% | -15.6% |
| 6M | +36.4% | +19.4% | +16.9% | +32.1% |
| YTD | +74.5% | +14.2% | +60.4% | +69.0% |
| 1Y | +159.4% | +69.0% | +90.4% | +138.1% |
| 3Y | +361.6% | +503.9% | -142.4% | +241.6% |
| 5Y | +425.2% | +27.7% | +397.6% | +280.9% |
| All | +770.1% | +69.3% | +700.8% | +488.3% |
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