+3,546.5%
LRCX vs CLS
+2,968.1%
+578.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.1% | -4.5% |
| 7D | +1.8% | +5.0% | -3.1% | -0.3% |
| 30D | -4.3% | +4.8% | -9.1% | -6.7% |
| 3M | -7.3% | -10.4% | +3.1% | -3.7% |
| 6M | +38.6% | +20.8% | +17.7% | +23.6% |
| YTD | +74.4% | +10.0% | +64.4% | +60.1% |
| 1Y | +179.1% | +28.5% | +150.6% | +132.7% |
| 3Y | +357.7% | +1,292.2% | -934.5% | +8.5% |
| 5Y | +424.9% | +3,616.8% | -3,191.9% | -24.0% |
| All | +3,546.5% | +2,968.1% | +578.4% | +358.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling