+3,549.0%
LRCX vs CRM
+241.6%
+3,307.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.9% | -0.8% |
| 7D | -3.1% | -4.4% | +1.4% | -1.2% |
| 30D | -8.6% | +28.1% | -36.7% | -20.0% |
| 3M | -17.7% | +48.8% | -66.5% | -35.1% |
| 6M | +36.4% | +28.3% | +8.1% | +12.2% |
| YTD | +74.5% | -6.0% | +80.6% | +68.5% |
| 1Y | +159.4% | +1.4% | +158.0% | +137.1% |
| 3Y | +361.6% | +11.8% | +349.7% | +277.5% |
| 5Y | +425.2% | -2.0% | +427.3% | +344.8% |
| All | +3,549.0% | +241.6% | +3,307.5% | +1,158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 10y: compounded portfolio wealth divided by compounded CRM 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…
10y analysis · Full analysis span regression · 6 months rolling