+42.8%
LRCX vs CLS
-28.7%
+71.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.1% | +5.0% | +0.4% |
| 7D | -12.8% | -21.1% | +8.4% | -2.3% |
| 30D | -36.0% | -38.2% | +2.3% | -19.6% |
| 3M | -30.2% | -36.3% | +6.1% | -14.7% |
| 6M | -14.2% | -43.8% | +29.6% | +10.0% |
| YTD | +29.7% | -20.0% | +49.8% | +36.0% |
| 1Y | +42.8% | -29.6% | +72.4% | +55.2% |
| All | +42.8% | -28.7% | +71.5% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling