-23.4%
LRCX vs CP
+10.9%
-34.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.6% |
| 7D | +12.7% | +2.1% | +10.6% | +13.8% |
| 30D | -21.3% | +9.3% | -30.6% | -17.7% |
| 3M | -32.9% | +0.5% | -33.4% | -31.1% |
| 6M | -23.4% | +10.4% | -33.8% | -22.1% |
| All | -23.4% | +10.9% | -34.3% | -22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling