+179.1%
LRCX vs CME
+9.1%
+170.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.8% |
| 7D | +1.8% | -2.4% | +4.2% | -0.1% |
| 30D | -4.3% | +6.2% | -10.5% | +0.8% |
| 3M | -7.3% | +4.4% | -11.7% | -0.2% |
| 6M | +38.6% | -9.6% | +48.2% | +35.3% |
| YTD | +74.4% | +3.8% | +70.6% | +93.9% |
| 1Y | +179.1% | +9.5% | +169.6% | +236.4% |
| All | +179.1% | +9.1% | +170.0% | +236.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling