+42.8%
LRCX vs CNH
+15.2%
+27.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.9% | -4.0% |
| 7D | -12.8% | +6.5% | -19.2% | -14.5% |
| 30D | -36.0% | -12.0% | -24.0% | -33.3% |
| 3M | -30.2% | +4.4% | -34.6% | -32.9% |
| 6M | -14.2% | +15.7% | -29.9% | -21.5% |
| YTD | +29.7% | +28.2% | +1.5% | +13.7% |
| 1Y | +42.8% | +14.8% | +28.0% | +30.2% |
| All | +42.8% | +15.2% | +27.6% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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