+8,091.0%
LRCX vs CMG
+3,903.3%
+4,187.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.5% |
| 7D | +9.5% | -6.5% | +16.0% | +12.2% |
| 30D | +3.1% | +12.1% | -9.0% | -1.6% |
| 3M | -3.4% | +20.6% | -24.0% | -11.3% |
| 6M | +49.7% | +2.1% | +47.6% | +45.3% |
| YTD | +84.9% | -2.6% | +87.5% | +82.3% |
| 1Y | +200.8% | -8.7% | +209.5% | +199.7% |
| 3Y | +385.1% | -7.4% | +392.4% | +371.4% |
| 5Y | +460.5% | -5.7% | +466.2% | +433.6% |
| 10Y | +3,866.3% | +322.3% | +3,543.9% | +2,042.3% |
| All | +8,091.0% | +3,903.3% | +4,187.6% | +1,554.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling