+8,592.5%
LRCX vs COPX
+179.8%
+8,412.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -7.0% | +1.3% | -1.8% |
| 7D | +1.8% | -2.9% | +4.7% | +3.5% |
| 30D | -4.3% | 0.0% | -4.3% | -4.5% |
| 3M | -7.3% | +14.8% | -22.1% | -13.7% |
| 6M | +38.6% | +7.0% | +31.5% | +33.8% |
| YTD | +74.4% | +23.8% | +50.6% | +55.3% |
| 1Y | +179.1% | +75.7% | +103.4% | +106.4% |
| 3Y | +357.7% | +156.4% | +201.3% | +170.8% |
| 5Y | +424.9% | +167.6% | +257.3% | +197.6% |
| 10Y | +3,642.4% | +569.1% | +3,073.2% | +1,183.7% |
| All | +8,592.5% | +179.8% | +8,412.7% | +3,909.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling