+45.5%
LRCX vs CMS
-4.6%
+50.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -1.3% |
| 7D | +26.2% | -1.3% | +27.5% | +25.0% |
| 30D | -22.4% | +5.3% | -27.6% | -19.0% |
| 3M | -28.2% | -0.3% | -27.9% | -27.5% |
| 6M | -19.0% | -4.0% | -15.0% | -20.5% |
| YTD | +37.0% | +2.1% | +34.8% | +34.6% |
| 1Y | +45.5% | -4.7% | +50.2% | +42.9% |
| All | +45.5% | -4.6% | +50.1% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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