+46.8%
LRCX vs CL
+26.3%
+20.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.0% |
| 7D | +6.5% | -0.8% | +7.3% | +5.7% |
| 30D | -23.8% | +9.5% | -33.3% | -16.5% |
| 3M | -24.2% | +6.8% | -30.9% | -18.1% |
| 6M | -20.2% | +14.3% | -34.5% | -9.7% |
| YTD | +38.2% | +27.0% | +11.2% | +74.4% |
| All | +46.8% | +26.3% | +20.5% | +86.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling