+3,549.0%
LRCX vs CMI
+516.5%
+3,032.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | -0.9% |
| 7D | -3.1% | -0.7% | -2.4% | -2.5% |
| 30D | -8.6% | -12.4% | +3.8% | +1.9% |
| 3M | -17.7% | -14.8% | -2.9% | -4.8% |
| 6M | +36.4% | +0.8% | +35.6% | +39.7% |
| YTD | +74.5% | +10.2% | +64.4% | +66.2% |
| 1Y | +159.4% | +37.4% | +122.0% | +109.3% |
| 3Y | +361.6% | +153.3% | +208.3% | +132.4% |
| 5Y | +425.2% | +167.6% | +257.6% | +149.7% |
| All | +3,549.0% | +516.5% | +3,032.6% | +893.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling