+280,910.8%
LRCX vs CMI
+19,388.4%
+261,522.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.8% | -5.2% |
| 7D | +1.8% | +0.8% | +1.0% | +1.5% |
| 30D | -4.3% | -12.8% | +8.5% | +2.6% |
| 3M | -7.3% | -12.4% | +5.1% | +0.5% |
| 6M | +38.6% | -0.9% | +39.4% | +42.3% |
| YTD | +74.4% | +8.9% | +65.6% | +71.1% |
| 1Y | +179.1% | +37.7% | +141.4% | +145.0% |
| 3Y | +357.7% | +148.9% | +208.8% | +202.7% |
| 5Y | +424.9% | +164.4% | +260.5% | +237.9% |
| 10Y | +3,642.4% | +506.9% | +3,135.4% | +1,556.8% |
| All | +280,910.8% | +19,388.4% | +261,522.4% | +20,286.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling