+456.3%
LRCX vs CP
+34.0%
+422.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -0.7% |
| 7D | +9.5% | +0.6% | +9.0% | +9.1% |
| 30D | +3.1% | -0.5% | +3.6% | +3.4% |
| 3M | -3.4% | +0.1% | -3.5% | -4.4% |
| 6M | +49.7% | +7.8% | +41.9% | +40.4% |
| YTD | +84.9% | +22.9% | +62.0% | +57.4% |
| 1Y | +200.8% | +21.3% | +179.5% | +157.9% |
| 3Y | +385.1% | +20.4% | +364.7% | +310.3% |
| All | +456.3% | +34.0% | +422.3% | +322.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling