+20,857.1%
LRCX vs CME
+8,496.5%
+12,360.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.1% | -3.7% |
| 7D | +12.7% | +3.9% | +8.8% | +11.1% |
| 30D | -21.3% | +11.3% | -32.6% | -24.8% |
| 3M | -32.9% | +19.6% | -52.4% | -37.9% |
| 6M | -23.4% | +8.1% | -31.5% | -27.4% |
| YTD | +32.4% | +20.4% | +12.0% | +19.0% |
| 1Y | +48.0% | +16.5% | +31.5% | +34.5% |
| 3Y | +243.9% | +66.4% | +177.5% | +160.5% |
| 5Y | +280.6% | +74.5% | +206.1% | +179.8% |
| 10Y | +2,547.5% | +308.5% | +2,239.1% | +1,244.8% |
| All | +20,857.1% | +8,496.5% | +12,360.6% | +2,149.1% |
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