+274.3%
LRCX vs CMS
+36.1%
+238.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.5% | +9.9% | +10.5% |
| 7D | -2.7% | -0.9% | -1.8% | -2.9% |
| 30D | -30.6% | +7.1% | -37.7% | -29.8% |
| 3M | -28.8% | -1.3% | -27.6% | -28.7% |
| 6M | -24.6% | -2.7% | -21.9% | -24.7% |
| YTD | +29.7% | +2.6% | +27.0% | +29.8% |
| 1Y | +39.5% | -2.0% | +41.5% | +39.5% |
| 3Y | +248.9% | +39.6% | +209.3% | +236.2% |
| 5Y | +274.3% | +35.3% | +239.0% | +271.0% |
| All | +274.3% | +36.1% | +238.2% | +271.0% |
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