+28,408.3%
LRCX vs CME
+7,469.3%
+20,939.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.2% |
| 7D | +1.9% | -1.6% | +3.5% | +2.5% |
| 30D | +0.1% | +6.2% | -6.2% | -2.3% |
| 3M | -8.5% | +10.4% | -18.9% | -13.1% |
| 6M | +38.1% | -9.5% | +47.6% | +40.6% |
| YTD | +80.1% | +6.0% | +74.0% | +71.2% |
| 1Y | +208.1% | +9.3% | +198.8% | +187.5% |
| 3Y | +350.2% | +57.7% | +292.6% | +249.0% |
| 5Y | +430.7% | +77.7% | +353.0% | +287.3% |
| 10Y | +3,633.2% | +281.2% | +3,352.0% | +1,853.9% |
| All | +28,408.3% | +7,469.3% | +20,939.0% | +3,136.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling