+208.1%
LRCX vs CLS
+47.9%
+160.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.7% |
| 7D | +1.9% | +4.6% | -2.7% | -0.5% |
| 30D | +0.1% | -13.9% | +14.0% | +6.2% |
| 3M | -8.5% | -26.6% | +18.1% | +3.9% |
| 6M | +38.1% | +15.4% | +22.7% | +27.0% |
| YTD | +80.1% | +5.7% | +74.4% | +68.4% |
| 1Y | +208.1% | +41.1% | +166.9% | +171.2% |
| All | +208.1% | +47.9% | +160.2% | +171.2% |
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