+2,611.3%
LRCX vs CL
+84.7%
+2,526.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +26.2% | -0.8% | +27.0% | +26.4% |
| 30D | -22.4% | +9.5% | -31.8% | -23.9% |
| 3M | -28.2% | +6.6% | -34.9% | -29.3% |
| 6M | -19.0% | +13.2% | -32.3% | -22.2% |
| YTD | +37.0% | +26.9% | +10.1% | +26.5% |
| 1Y | +45.5% | +27.6% | +17.9% | +33.9% |
| 3Y | +249.7% | +39.1% | +210.6% | +192.0% |
| 5Y | +293.9% | +41.3% | +252.6% | +221.2% |
| All | +2,611.3% | +84.7% | +2,526.6% | +1,868.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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