+208.1%
LRCX vs CMI
+45.0%
+163.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.3% | +2.1% |
| 7D | +1.9% | -0.7% | +2.6% | +2.8% |
| 30D | +0.1% | -13.4% | +13.5% | +17.1% |
| 3M | -8.5% | -17.0% | +8.5% | +13.9% |
| 6M | +38.1% | -1.6% | +39.7% | +46.6% |
| YTD | +80.1% | +11.0% | +69.1% | +65.7% |
| 1Y | +208.1% | +41.9% | +166.2% | +135.3% |
| All | +208.1% | +45.0% | +163.1% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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