+259.1%
LRCX vs CNH
+35.8%
+223.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.9% | +4.2% | +5.3% |
| 7D | +6.5% | +6.7% | -0.1% | +4.0% |
| 30D | -23.8% | +7.2% | -31.0% | -26.1% |
| 3M | -24.2% | +17.5% | -41.7% | -30.9% |
| 6M | -20.2% | +15.0% | -35.1% | -26.8% |
| YTD | +38.2% | +36.8% | +1.4% | +15.8% |
| 1Y | +48.9% | +27.6% | +21.2% | +28.5% |
| All | +259.1% | +35.8% | +223.3% | +201.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling