+243.9%
LRCX vs CPRT
-34.3%
+278.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.8% | -3.4% |
| 7D | +12.7% | -0.4% | +13.1% | +12.7% |
| 30D | -21.3% | +21.2% | -42.4% | -21.8% |
| 3M | -32.9% | +8.3% | -41.2% | -33.0% |
| 6M | -23.4% | -3.4% | -20.0% | -21.4% |
| YTD | +32.4% | -18.7% | +51.1% | +45.2% |
| 1Y | +48.0% | -23.5% | +71.6% | +67.9% |
| 3Y | +243.9% | -34.2% | +278.1% | +313.3% |
| All | +243.9% | -34.3% | +278.3% | +313.3% |
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