+656.2%
LRCX vs CRBG
+117.3%
+538.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.6% |
| 7D | -3.1% | +0.6% | -3.6% | -3.4% |
| 30D | -8.6% | +2.6% | -11.2% | -9.8% |
| 3M | -17.7% | +24.0% | -41.7% | -26.2% |
| 6M | +36.4% | +50.5% | -14.2% | +10.7% |
| YTD | +74.5% | +17.1% | +57.4% | +58.8% |
| 1Y | +159.4% | +5.9% | +153.6% | +146.9% |
| 3Y | +361.6% | +122.7% | +238.9% | +219.3% |
| All | +656.2% | +117.3% | +538.9% | +449.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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