+243.9%
LRCX vs CRL
+97.9%
+146.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.5% | -3.1% |
| 7D | +12.7% | +0.1% | +12.6% | +12.7% |
| 30D | -21.3% | +11.9% | -33.2% | -23.9% |
| 3M | -32.9% | +20.2% | -53.1% | -36.8% |
| 6M | -23.4% | +107.5% | -130.9% | -40.9% |
| YTD | +32.4% | +69.4% | -37.1% | +8.8% |
| 1Y | +48.0% | +99.7% | -51.7% | +14.7% |
| 3Y | +243.9% | +98.8% | +145.2% | +152.7% |
| All | +243.9% | +97.9% | +146.0% | +152.7% |
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