+388.9%
LRCX vs CME
+52.6%
+336.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.9% |
| 7D | +9.5% | -0.6% | +10.2% | +9.1% |
| 30D | +3.1% | +4.7% | -1.6% | +6.1% |
| 3M | -3.4% | +7.8% | -11.2% | +3.5% |
| 6M | +49.7% | -11.0% | +60.7% | +46.5% |
| YTD | +84.9% | +4.0% | +80.8% | +95.9% |
| 1Y | +200.8% | +9.1% | +191.7% | +226.7% |
| All | +388.9% | +52.6% | +336.3% | +485.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling