+42.8%
LRCX vs CPB
-18.4%
+61.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.9% | -9.9% | 0.0% |
| 7D | -12.8% | +13.0% | -25.7% | -4.9% |
| 30D | -36.0% | +20.5% | -56.5% | -26.4% |
| 3M | -30.2% | +2.2% | -32.4% | -26.9% |
| 6M | -14.2% | +15.4% | -29.6% | -2.4% |
| YTD | +29.7% | -12.3% | +42.1% | +32.5% |
| 1Y | +42.8% | -18.0% | +60.8% | +41.5% |
| All | +42.8% | -18.4% | +61.2% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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