+388.9%
LRCX vs CRL
+38.7%
+350.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.2% |
| 7D | +9.5% | -4.6% | +14.1% | +11.1% |
| 30D | +3.1% | +0.5% | +2.6% | +2.8% |
| 3M | -3.4% | +46.6% | -50.0% | -15.9% |
| 6M | +49.7% | +57.3% | -7.6% | +26.1% |
| YTD | +84.9% | +39.5% | +45.3% | +61.9% |
| 1Y | +200.8% | +76.9% | +124.0% | +141.0% |
| All | +388.9% | +38.7% | +350.2% | +303.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling