+834.9%
LRCX vs CIFR
+86.0%
+748.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.3% | -0.2% | +3.6% |
| 7D | +10.4% | +26.7% | -16.3% | +7.0% |
| 30D | +2.9% | +7.7% | -4.8% | +1.5% |
| 3M | -1.2% | -23.8% | +22.6% | +0.9% |
| 6M | +60.9% | +35.9% | +25.0% | +53.5% |
| YTD | +87.5% | +25.4% | +62.1% | +79.4% |
| 1Y | +206.6% | +139.8% | +66.9% | +170.7% |
| 3Y | +392.1% | +515.0% | -122.9% | +262.2% |
| 5Y | +478.4% | +52.1% | +426.3% | +309.1% |
| All | +834.9% | +86.0% | +748.9% | +524.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling