+41,715.5%
LRCX vs CLS
+2,489.5%
+39,226.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.4% | +2.0% | -0.8% |
| 7D | +12.7% | +16.3% | -3.6% | +5.0% |
| 30D | -21.3% | -25.7% | +4.4% | -9.6% |
| 3M | -32.9% | -30.9% | -2.0% | -21.0% |
| 6M | -23.4% | -35.5% | +12.1% | -8.5% |
| YTD | +32.4% | -18.7% | +51.1% | +38.7% |
| 1Y | +48.0% | -17.9% | +65.9% | +52.0% |
| 3Y | +243.9% | +838.1% | -594.2% | -2.5% |
| 5Y | +280.6% | +1,971.9% | -1,691.3% | -28.0% |
| 10Y | +2,547.5% | +1,907.9% | +639.7% | +346.9% |
| All | +41,715.5% | +2,489.5% | +39,226.0% | +2,658.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling