+416.0%
LRCX vs CPNG
-49.8%
+465.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.8% |
| 7D | -3.1% | -1.1% | -2.0% | -2.8% |
| 30D | -8.6% | -7.4% | -1.2% | -6.9% |
| 3M | -17.7% | -12.3% | -5.3% | -15.3% |
| 6M | +36.4% | -19.4% | +55.8% | +42.1% |
| YTD | +74.5% | -35.9% | +110.5% | +93.8% |
| 1Y | +159.4% | -53.4% | +212.9% | +216.7% |
| 3Y | +361.6% | -20.0% | +381.6% | +369.7% |
| All | +416.0% | -49.8% | +465.8% | +412.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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