+478.4%
LRCX vs CNH
+7.1%
+471.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.6% | +9.7% | +6.9% |
| 7D | +10.4% | +8.8% | +1.6% | +5.3% |
| 30D | +2.9% | +24.7% | -21.7% | -9.2% |
| 3M | -1.2% | +27.3% | -28.5% | -14.0% |
| 6M | +60.9% | +23.2% | +37.7% | +41.9% |
| YTD | +87.5% | +48.9% | +38.6% | +48.6% |
| 1Y | +206.6% | +19.4% | +187.2% | +171.6% |
| 3Y | +392.1% | +7.8% | +384.3% | +344.4% |
| 5Y | +478.4% | +8.7% | +469.7% | +400.5% |
| All | +478.4% | +7.1% | +471.3% | +400.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling