+367.0%
LRCX vs CL
+31.1%
+335.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +4.3% |
| 7D | +1.9% | -2.2% | +4.1% | +0.7% |
| 30D | +0.1% | -4.8% | +4.9% | -2.4% |
| 3M | -8.5% | +4.9% | -13.4% | -5.9% |
| 6M | +38.1% | -5.7% | +43.8% | +35.3% |
| YTD | +80.1% | +14.4% | +65.7% | +93.8% |
| 1Y | +208.1% | +8.7% | +199.3% | +228.8% |
| All | +367.0% | +31.1% | +335.9% | +391.1% |
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