+42.8%
LRCX vs CMG
+12.0%
+30.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.8% | -9.9% | -4.6% |
| 7D | -12.8% | +22.5% | -35.3% | -14.8% |
| 30D | -36.0% | +14.1% | -50.1% | -37.0% |
| 3M | -30.2% | +4.1% | -34.3% | -30.9% |
| 6M | -14.2% | +10.1% | -24.3% | -16.2% |
| YTD | +29.7% | -4.9% | +34.6% | +31.1% |
| 1Y | +42.8% | +10.9% | +31.9% | +38.3% |
| All | +42.8% | +12.0% | +30.8% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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