+48.9%
LRCX vs CMS
-2.8%
+51.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +5.9% |
| 7D | +6.5% | -1.1% | +7.6% | +5.5% |
| 30D | -23.8% | +6.6% | -30.4% | -19.9% |
| 3M | -24.2% | +0.8% | -25.0% | -22.8% |
| 6M | -20.2% | -3.3% | -16.9% | -21.3% |
| YTD | +38.2% | +2.7% | +35.5% | +36.5% |
| 1Y | +48.9% | -4.0% | +52.9% | +47.2% |
| All | +48.9% | -2.8% | +51.7% | +47.2% |
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