+200.8%
LRCX vs CMS
-0.2%
+201.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -2.0% |
| 7D | +9.5% | +0.2% | +9.4% | +9.6% |
| 30D | +3.1% | -1.3% | +4.4% | +2.3% |
| 3M | -3.4% | -5.4% | +2.0% | -7.7% |
| 6M | +49.7% | -10.3% | +60.0% | +43.4% |
| YTD | +84.9% | -0.2% | +85.1% | +83.3% |
| 1Y | +200.8% | -0.9% | +201.7% | +206.2% |
| All | +200.8% | -0.2% | +201.0% | +206.2% |
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