+159.4%
LRCX vs COPX
+73.7%
+85.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.1% | -2.3% | -0.7% | -1.3% |
| 30D | -8.6% | +0.3% | -8.8% | -9.1% |
| 3M | -17.7% | +6.8% | -24.5% | -22.2% |
| 6M | +36.4% | +7.9% | +28.4% | +27.2% |
| YTD | +74.5% | +23.7% | +50.8% | +45.8% |
| 1Y | +159.4% | +71.5% | +87.9% | +92.4% |
| All | +159.4% | +73.7% | +85.7% | +92.4% |
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