+416.0%
LRCX vs COST
+104.4%
+311.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | -3.1% | -1.2% | -1.9% | -2.4% |
| 30D | -8.6% | -4.7% | -3.8% | -6.2% |
| 3M | -17.7% | -7.1% | -10.6% | -15.3% |
| 6M | +36.4% | -8.5% | +44.9% | +39.7% |
| YTD | +74.5% | +5.4% | +69.2% | +59.9% |
| 1Y | +159.4% | -5.6% | +165.1% | +157.1% |
| 3Y | +361.6% | +68.5% | +293.1% | +171.1% |
| All | +416.0% | +104.4% | +311.6% | +154.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling