+243.9%
LRCX vs COR
+86.2%
+157.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.0% | -6.3% | -2.7% |
| 7D | +12.7% | +7.8% | +4.9% | +14.6% |
| 30D | -21.3% | +7.0% | -28.3% | -19.9% |
| 3M | -32.9% | +16.3% | -49.1% | -30.2% |
| 6M | -23.4% | +41.3% | -64.7% | -17.7% |
| YTD | +32.4% | +7.1% | +25.2% | +41.4% |
| 1Y | +48.0% | -0.8% | +48.9% | +55.7% |
| 3Y | +243.9% | +85.0% | +159.0% | +342.4% |
| All | +243.9% | +86.2% | +157.8% | +342.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling