+3,549.0%
LRCX vs COR
+406.5%
+3,142.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.1% | -2.8% | -0.2% | -2.3% |
| 30D | -8.6% | +2.6% | -11.1% | -9.3% |
| 3M | -17.7% | +14.5% | -32.1% | -21.8% |
| 6M | +36.4% | -7.8% | +44.2% | +37.5% |
| YTD | +74.5% | -4.2% | +78.8% | +73.9% |
| 1Y | +159.4% | +7.0% | +152.4% | +147.8% |
| 3Y | +361.6% | +85.5% | +276.1% | +246.8% |
| 5Y | +425.2% | +181.2% | +244.0% | +225.5% |
| All | +3,549.0% | +406.5% | +3,142.6% | +1,811.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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