+11,917.5%
LRCX vs CNQ
+5,432.5%
+6,485.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.2% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -8.6% | +6.2% | -14.8% | -10.4% |
| 3M | -17.7% | +12.4% | -30.0% | -21.2% |
| 6M | +36.4% | +9.0% | +27.3% | +30.4% |
| YTD | +74.5% | +52.2% | +22.3% | +48.6% |
| 1Y | +159.4% | +65.0% | +94.4% | +114.3% |
| 3Y | +361.6% | +78.8% | +282.7% | +266.8% |
| 5Y | +425.2% | +286.0% | +139.3% | +217.2% |
| 10Y | +3,645.0% | +420.7% | +3,224.3% | +1,712.3% |
| All | +11,917.5% | +5,432.5% | +6,485.0% | +2,645.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 all: compounded portfolio wealth divided by compounded CNQ 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…
all analysis · Full analysis span regression · 6 months rolling