+248.9%
LRCX vs CL
+39.1%
+209.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.4% | +9.0% | +11.3% |
| 7D | -2.7% | +0.5% | -3.3% | -2.3% |
| 30D | -30.6% | +11.6% | -42.2% | -25.0% |
| 3M | -28.8% | +5.6% | -34.5% | -25.2% |
| 6M | -24.6% | +13.2% | -37.8% | -16.9% |
| YTD | +29.7% | +26.9% | +2.8% | +51.4% |
| 1Y | +39.5% | +27.3% | +12.2% | +63.5% |
| 3Y | +248.9% | +39.7% | +209.2% | +311.2% |
| All | +248.9% | +39.1% | +209.8% | +311.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling