+478.4%
LRCX vs CLF
-48.3%
+526.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.8% | +4.6% |
| 7D | +10.4% | +6.5% | +3.9% | +8.3% |
| 30D | +2.9% | +0.2% | +2.7% | +2.7% |
| 3M | -1.2% | -3.1% | +1.9% | -1.1% |
| 6M | +60.9% | +25.0% | +35.8% | +48.7% |
| YTD | +87.5% | -7.5% | +95.0% | +85.9% |
| 1Y | +206.6% | +11.5% | +195.1% | +180.9% |
| 3Y | +392.1% | -13.7% | +405.8% | +347.1% |
| 5Y | +478.4% | -47.0% | +525.4% | +473.3% |
| All | +478.4% | -48.3% | +526.7% | +473.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling