-19.0%
LRCX vs CNH
+10.0%
-29.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | +0.5% |
| 7D | +26.2% | +6.4% | +19.8% | +24.0% |
| 30D | -22.4% | -1.6% | -20.7% | -22.1% |
| 3M | -28.2% | +11.6% | -39.8% | -32.7% |
| 6M | -19.0% | +12.5% | -31.6% | -24.7% |
| All | -19.0% | +10.0% | -29.0% | -24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling