+460.5%
LRCX vs CLS
+3,586.2%
-3,125.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.9% |
| 7D | +9.5% | +20.1% | -10.6% | +0.4% |
| 30D | +3.1% | +6.0% | -3.0% | -0.1% |
| 3M | -3.4% | -10.3% | +6.9% | +0.3% |
| 6M | +49.7% | +24.5% | +25.2% | +31.6% |
| YTD | +84.9% | +12.9% | +72.0% | +67.5% |
| 1Y | +200.8% | +36.7% | +164.2% | +143.4% |
| 3Y | +385.1% | +1,328.1% | -943.0% | +2.9% |
| 5Y | +460.5% | +3,682.3% | -3,221.8% | -27.7% |
| All | +460.5% | +3,586.2% | -3,125.7% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling