+8,826.2%
LRCX vs CRL
+1,379.5%
+7,446.7%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +5.7% |
| 7D | +1.9% | -1.0% | +2.9% | +2.2% |
| 30D | +0.1% | +10.7% | -10.6% | -3.7% |
| 3M | -8.5% | +55.3% | -63.8% | -22.8% |
| 6M | +38.1% | +60.7% | -22.6% | +13.8% |
| YTD | +80.1% | +44.6% | +35.4% | +53.4% |
| 1Y | +208.1% | +77.7% | +130.3% | +141.8% |
| 3Y | +350.2% | +37.6% | +312.6% | +267.7% |
| 5Y | +430.7% | -35.8% | +466.5% | +456.1% |
| 10Y | +3,633.2% | +241.7% | +3,391.5% | +2,154.8% |
| All | +8,826.2% | +1,379.5% | +7,446.7% | +4,197.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling