+293.9%
LRCX vs CLF
-41.3%
+335.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +26.2% | +16.0% | +10.3% | +20.9% |
| 30D | -22.4% | +1.6% | -24.0% | -22.6% |
| 3M | -28.2% | +6.7% | -34.9% | -29.9% |
| 6M | -19.0% | +21.1% | -40.2% | -24.6% |
| YTD | +37.0% | -1.6% | +38.6% | +32.9% |
| 1Y | +45.5% | +18.5% | +27.0% | +33.7% |
| 3Y | +249.7% | -21.0% | +270.7% | +227.6% |
| 5Y | +293.9% | -41.4% | +335.2% | +275.7% |
| All | +293.9% | -41.3% | +335.2% | +275.7% |
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