+56,782.5%
LRCX vs CLS
+3,265.4%
+53,517.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.7% |
| 7D | +1.9% | +4.6% | -2.7% | -0.6% |
| 30D | +0.1% | -13.9% | +14.0% | +6.1% |
| 3M | -8.5% | -26.6% | +18.1% | +4.3% |
| 6M | +38.1% | +15.4% | +22.7% | +25.1% |
| YTD | +80.1% | +5.7% | +74.4% | +67.6% |
| 1Y | +208.1% | +41.1% | +166.9% | +143.1% |
| 3Y | +350.2% | +1,228.6% | -878.4% | +8.0% |
| 5Y | +430.7% | +3,240.6% | -2,810.0% | -20.2% |
| 10Y | +3,633.2% | +2,760.3% | +872.9% | +434.3% |
| All | +56,782.5% | +3,265.4% | +53,517.1% | +3,234.5% |
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