+3,549.0%
LRCX vs CMG
+327.5%
+3,221.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.1% | -2.1% | -1.0% | -2.2% |
| 30D | -8.6% | +10.9% | -19.5% | -12.8% |
| 3M | -17.7% | +15.8% | -33.5% | -24.1% |
| 6M | +36.4% | +6.9% | +29.4% | +29.3% |
| YTD | +74.5% | -2.2% | +76.7% | +71.4% |
| 1Y | +159.4% | -7.1% | +166.5% | +156.3% |
| 3Y | +361.6% | -7.1% | +368.7% | +342.5% |
| 5Y | +425.2% | -4.8% | +430.0% | +382.5% |
| All | +3,549.0% | +327.5% | +3,221.5% | +1,976.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling