-23.4%
LRCX vs CIFR
-66.5%
+43.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.7% | -1.8% |
| 7D | +12.7% | +4.8% | +7.9% | +10.8% |
| 30D | -21.3% | -31.0% | +9.7% | -11.5% |
| 3M | -32.9% | -58.7% | +25.8% | -11.3% |
| 6M | -23.4% | -67.7% | +44.3% | +3.6% |
| All | -23.4% | -66.5% | +43.1% | +3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling