+208.1%
LRCX vs COPX
+84.7%
+123.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.8% | +5.6% |
| 7D | +1.9% | -4.0% | +5.9% | +5.1% |
| 30D | +0.1% | +4.5% | -4.5% | -3.8% |
| 3M | -8.5% | +0.8% | -9.3% | -9.9% |
| 6M | +38.1% | +3.2% | +34.9% | +32.3% |
| YTD | +80.1% | +26.7% | +53.4% | +46.9% |
| 1Y | +208.1% | +85.7% | +122.4% | +117.2% |
| All | +208.1% | +84.7% | +123.4% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling