+361.6%
LRCX vs CRH
+70.5%
+291.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.6% |
| 7D | -3.1% | -6.1% | +3.0% | +1.2% |
| 30D | -8.6% | -9.3% | +0.7% | -2.3% |
| 3M | -17.7% | -15.2% | -2.5% | -9.0% |
| 6M | +36.4% | -14.2% | +50.6% | +49.8% |
| YTD | +74.5% | -28.3% | +102.8% | +119.3% |
| 1Y | +159.4% | -21.8% | +181.2% | +205.3% |
| 3Y | +361.6% | +71.6% | +290.0% | +252.1% |
| All | +361.6% | +70.5% | +291.1% | +252.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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