+42.8%
LRCX vs COST
+12.8%
+30.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.7% | -6.7% | -1.7% |
| 7D | -12.8% | +6.6% | -19.4% | -7.4% |
| 30D | -36.0% | +13.5% | -49.4% | -28.5% |
| 3M | -30.2% | +10.6% | -40.8% | -23.5% |
| 6M | -14.2% | +3.6% | -17.9% | -7.3% |
| YTD | +29.7% | +22.1% | +7.7% | +38.6% |
| 1Y | +42.8% | +11.9% | +30.9% | +50.1% |
| All | +42.8% | +12.8% | +30.0% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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