+3,549.0%
LRCX vs COPX
+583.8%
+2,965.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.1% | -2.3% | -0.7% | -1.6% |
| 30D | -8.6% | +0.3% | -8.8% | -9.0% |
| 3M | -17.7% | +6.8% | -24.5% | -21.1% |
| 6M | +36.4% | +7.9% | +28.4% | +29.8% |
| YTD | +74.5% | +23.7% | +50.8% | +51.6% |
| 1Y | +159.4% | +71.5% | +87.9% | +83.6% |
| 3Y | +361.6% | +149.1% | +212.5% | +150.1% |
| 5Y | +425.2% | +167.3% | +257.9% | +162.8% |
| All | +3,549.0% | +583.8% | +2,965.2% | +948.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling