+424.9%
LRCX vs CRL
-38.6%
+463.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.9% | -3.7% | -4.9% |
| 7D | +1.8% | -6.9% | +8.8% | +4.5% |
| 30D | -4.3% | -3.2% | -1.1% | -3.3% |
| 3M | -7.3% | +46.5% | -53.9% | -20.8% |
| 6M | +38.6% | +63.1% | -24.6% | +12.5% |
| YTD | +74.4% | +36.9% | +37.6% | +50.8% |
| 1Y | +179.1% | +78.1% | +101.0% | +116.0% |
| 3Y | +357.7% | +36.7% | +321.0% | +269.8% |
| 5Y | +424.9% | -38.1% | +463.0% | +423.6% |
| All | +424.9% | -38.6% | +463.5% | +423.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling