+255.9%
LRCX vs CLF
-20.4%
+276.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +26.2% | +16.0% | +10.3% | +21.1% |
| 30D | -22.4% | +1.6% | -24.0% | -22.6% |
| 3M | -28.2% | +6.7% | -34.9% | -29.7% |
| 6M | -19.0% | +21.1% | -40.2% | -24.0% |
| YTD | +37.0% | -1.6% | +38.6% | +33.3% |
| 1Y | +45.5% | +18.5% | +27.0% | +34.9% |
| All | +255.9% | -20.4% | +276.3% | +229.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling