+3,546.5%
LRCX vs CME
+280.4%
+3,266.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.6% |
| 7D | +1.8% | -2.4% | +4.2% | +2.6% |
| 30D | -4.3% | +6.2% | -10.5% | -6.2% |
| 3M | -7.3% | +4.4% | -11.7% | -9.3% |
| 6M | +38.6% | -9.6% | +48.2% | +41.9% |
| YTD | +74.4% | +3.8% | +70.6% | +67.9% |
| 1Y | +179.1% | +9.5% | +169.6% | +160.8% |
| 3Y | +357.7% | +51.9% | +305.7% | +249.2% |
| 5Y | +424.9% | +78.7% | +346.2% | +259.7% |
| All | +3,546.5% | +280.4% | +3,266.1% | +2,006.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling