+478.4%
LRCX vs CMS
+26.5%
+451.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.2% |
| 7D | +10.4% | +1.2% | +9.2% | +10.6% |
| 30D | +2.9% | -3.2% | +6.1% | +2.5% |
| 3M | -1.2% | -2.2% | +1.0% | -1.8% |
| 6M | +60.9% | -9.4% | +70.3% | +59.6% |
| YTD | +87.5% | +0.7% | +86.9% | +86.8% |
| 1Y | +206.6% | +0.4% | +206.3% | +205.3% |
| 3Y | +392.1% | +35.2% | +356.9% | +375.5% |
| 5Y | +478.4% | +24.1% | +454.3% | +444.7% |
| All | +478.4% | +26.5% | +451.9% | +444.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling