+25,053.2%
LRCX vs COR
+17,545.2%
+7,508.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.9% | +7.0% | +5.6% |
| 7D | +1.9% | +2.8% | -0.9% | +1.1% |
| 30D | +0.1% | +4.5% | -4.5% | -1.3% |
| 3M | -8.5% | +22.7% | -31.2% | -14.1% |
| 6M | +38.1% | -9.7% | +47.8% | +39.2% |
| YTD | +80.1% | -1.4% | +81.5% | +77.4% |
| 1Y | +208.1% | +13.9% | +194.1% | +191.2% |
| 3Y | +350.2% | +94.0% | +256.3% | +260.9% |
| 5Y | +430.7% | +184.0% | +246.7% | +279.4% |
| 10Y | +3,633.2% | +406.8% | +3,226.5% | +2,127.2% |
| All | +25,053.2% | +17,545.2% | +7,508.0% | +7,161.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling