+388.9%
LRCX vs CLS
+1,307.0%
-918.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.9% |
| 7D | +9.5% | +20.1% | -10.6% | +0.9% |
| 30D | +3.1% | +6.0% | -3.0% | +0.1% |
| 3M | -3.4% | -10.3% | +6.9% | +0.2% |
| 6M | +49.7% | +24.5% | +25.2% | +33.2% |
| YTD | +84.9% | +12.9% | +72.0% | +69.1% |
| 1Y | +200.8% | +36.7% | +164.2% | +148.7% |
| All | +388.9% | +1,307.0% | -918.1% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling