+42.8%
LRCX vs CRL
+85.3%
-42.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.3% | +3.2% | -2.1% |
| 7D | -12.8% | -12.8% | 0.0% | -9.7% |
| 30D | -36.0% | +5.0% | -41.0% | -36.3% |
| 3M | -30.2% | +39.4% | -69.6% | -35.6% |
| 6M | -14.2% | +89.4% | -103.6% | -27.9% |
| YTD | +29.7% | +63.6% | -33.8% | +14.9% |
| 1Y | +42.8% | +83.5% | -40.7% | +26.9% |
| All | +42.8% | +85.3% | -42.6% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling