+3,546.5%
LRCX vs CPRT
+392.8%
+3,153.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.0% | -1.6% | -3.1% |
| 7D | +1.8% | -8.4% | +10.3% | +7.6% |
| 30D | -4.3% | +4.6% | -8.9% | -8.1% |
| 3M | -7.3% | -1.9% | -5.4% | -10.3% |
| 6M | +38.6% | -15.3% | +53.9% | +47.5% |
| YTD | +74.4% | -21.5% | +95.9% | +93.2% |
| 1Y | +179.1% | -36.6% | +215.7% | +261.0% |
| 3Y | +357.7% | -31.2% | +388.9% | +442.6% |
| 5Y | +424.9% | -14.1% | +439.0% | +418.4% |
| All | +3,546.5% | +392.8% | +3,153.7% | +1,346.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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