+361.6%
LRCX vs COF
+116.3%
+245.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | -3.1% | -5.1% | +2.1% | -0.5% |
| 30D | -8.6% | -6.0% | -2.5% | -5.9% |
| 3M | -17.7% | +14.8% | -32.5% | -23.8% |
| 6M | +36.4% | +15.3% | +21.0% | +25.9% |
| YTD | +74.5% | -13.0% | +87.6% | +83.7% |
| 1Y | +159.4% | -5.7% | +165.2% | +161.2% |
| 3Y | +361.6% | +118.1% | +243.5% | +246.9% |
| All | +361.6% | +116.3% | +245.3% | +246.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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