+361.3%
LRCX vs CLX
-35.7%
+397.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.8% |
| 7D | +1.8% | -5.9% | +7.7% | +1.0% |
| 30D | -4.3% | -17.0% | +12.7% | -6.7% |
| 3M | -7.3% | -9.6% | +2.3% | -8.0% |
| 6M | +38.6% | -21.5% | +60.1% | +35.2% |
| YTD | +74.4% | -8.8% | +83.2% | +75.0% |
| 1Y | +179.1% | -24.7% | +203.8% | +174.9% |
| All | +361.3% | -35.7% | +397.0% | +363.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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