+24,335.7%
LRCX vs COF
+5,523.6%
+18,812.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.8% | -3.9% | -4.9% |
| 7D | +1.8% | -6.1% | +7.9% | +4.4% |
| 30D | -4.3% | -5.2% | +0.9% | -2.4% |
| 3M | -7.3% | +17.0% | -24.3% | -13.2% |
| 6M | +38.6% | +12.9% | +25.7% | +31.6% |
| YTD | +74.4% | -13.5% | +88.0% | +82.9% |
| 1Y | +179.1% | -5.9% | +185.0% | +182.7% |
| 3Y | +357.7% | +117.1% | +240.5% | +229.0% |
| 5Y | +424.9% | +45.4% | +379.5% | +336.5% |
| 10Y | +3,642.4% | +244.1% | +3,398.3% | +2,052.9% |
| All | +24,335.7% | +5,523.6% | +18,812.1% | +5,233.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling