+2,520.1%
LRCX vs CP
+257.3%
+2,262.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.0% |
| 7D | +12.7% | +2.1% | +10.6% | +11.1% |
| 30D | -21.3% | +9.3% | -30.6% | -26.9% |
| 3M | -32.9% | +0.5% | -33.4% | -33.8% |
| 6M | -23.4% | +10.4% | -33.8% | -30.5% |
| YTD | +32.4% | +28.7% | +3.7% | +5.7% |
| 1Y | +48.0% | +33.2% | +14.9% | +15.1% |
| 3Y | +243.9% | +38.4% | +205.5% | +154.5% |
| 5Y | +280.6% | +26.2% | +254.4% | +196.7% |
| All | +2,520.1% | +257.3% | +2,262.8% | +908.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling