+392.1%
LRCX vs CPRT
-27.3%
+419.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.3% | +7.5% | +4.6% |
| 7D | +10.4% | +0.4% | +10.0% | +10.3% |
| 30D | +2.9% | +9.9% | -7.0% | +1.2% |
| 3M | -1.2% | +5.6% | -6.8% | -2.6% |
| 6M | +60.9% | -13.6% | +74.5% | +73.0% |
| YTD | +87.5% | -16.7% | +104.3% | +103.6% |
| 1Y | +206.6% | -33.1% | +239.8% | +281.0% |
| 3Y | +392.1% | -27.1% | +419.1% | +437.9% |
| All | +392.1% | -27.3% | +419.4% | +437.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling