+2,520.1%
LRCX vs CME
+308.7%
+2,211.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.1% | -3.6% |
| 7D | +12.7% | +3.9% | +8.8% | +11.4% |
| 30D | -21.3% | +11.3% | -32.6% | -24.1% |
| 3M | -32.9% | +19.6% | -52.4% | -37.0% |
| 6M | -23.4% | +8.1% | -31.5% | -26.1% |
| YTD | +32.4% | +20.4% | +12.0% | +20.8% |
| 1Y | +48.0% | +16.5% | +31.5% | +36.7% |
| 3Y | +243.9% | +66.4% | +177.5% | +156.1% |
| 5Y | +280.6% | +74.5% | +206.1% | +171.7% |
| All | +2,520.1% | +308.7% | +2,211.4% | +1,243.6% |
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