+478.4%
LRCX vs CL
+30.0%
+448.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.1% |
| 7D | +10.4% | -1.4% | +11.8% | +10.1% |
| 30D | +2.9% | -5.2% | +8.1% | +1.9% |
| 3M | -1.2% | +3.3% | -4.5% | -0.8% |
| 6M | +60.9% | -4.4% | +65.2% | +60.2% |
| YTD | +87.5% | +13.9% | +73.6% | +89.8% |
| 1Y | +206.6% | +7.6% | +199.0% | +211.3% |
| 3Y | +392.1% | +29.6% | +362.5% | +352.6% |
| 5Y | +478.4% | +28.1% | +450.4% | +426.2% |
| All | +478.4% | +30.0% | +448.4% | +426.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling