+3,866.3%
LRCX vs CLF
+116.4%
+3,749.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | +9.5% | -2.7% | +12.2% | +10.3% |
| 30D | +3.1% | -3.2% | +6.3% | +3.9% |
| 3M | -3.4% | -5.0% | +1.6% | -2.9% |
| 6M | +49.7% | +26.6% | +23.1% | +38.5% |
| YTD | +84.9% | -9.0% | +93.8% | +84.2% |
| 1Y | +200.8% | +11.8% | +189.0% | +177.8% |
| 3Y | +385.1% | -15.1% | +400.2% | +350.1% |
| 5Y | +460.5% | -48.2% | +508.7% | +462.9% |
| 10Y | +3,866.3% | +127.6% | +3,738.7% | +2,357.6% |
| All | +3,866.3% | +116.4% | +3,749.9% | +2,357.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling