+42.8%
LRCX vs CP
+35.2%
+7.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.5% | -7.5% | -4.2% |
| 7D | -12.8% | +5.6% | -18.3% | -13.0% |
| 30D | -36.0% | +10.0% | -46.0% | -36.7% |
| 3M | -30.2% | +4.4% | -34.6% | -30.1% |
| 6M | -14.2% | +14.1% | -28.3% | -17.8% |
| YTD | +29.7% | +29.1% | +0.7% | +20.9% |
| 1Y | +42.8% | +34.6% | +8.2% | +29.5% |
| All | +42.8% | +35.2% | +7.6% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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