+34.3%
LRCX vs CL
+28.1%
+6.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.6% |
| 7D | -3.6% | +2.6% | -6.2% | -1.2% |
| 30D | -30.3% | +11.8% | -42.0% | -22.2% |
| 3M | -27.3% | +5.9% | -33.2% | -21.9% |
| 6M | -24.2% | +13.3% | -37.6% | -14.2% |
| YTD | +30.3% | +27.1% | +3.2% | +65.6% |
| 1Y | +34.3% | +28.0% | +6.3% | +71.8% |
| All | +34.3% | +28.1% | +6.2% | +71.8% |
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