+361.3%
LRCX vs COST
+69.9%
+291.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +1.8% | -2.5% | +4.3% | +2.5% |
| 30D | -4.3% | -4.4% | +0.1% | -3.3% |
| 3M | -7.3% | -8.1% | +0.8% | -5.5% |
| 6M | +38.6% | -9.2% | +47.8% | +40.3% |
| YTD | +74.4% | +5.1% | +69.3% | +61.2% |
| 1Y | +179.1% | -5.1% | +184.2% | +174.1% |
| All | +361.3% | +69.9% | +291.4% | +180.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling