+36.4%
LRCX vs CRM
+26.8%
+9.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.9% | +0.9% |
| 7D | -3.1% | -4.4% | +1.4% | -4.9% |
| 30D | -8.6% | +28.1% | -36.7% | +4.1% |
| 3M | -17.7% | +48.8% | -66.5% | +7.4% |
| 6M | +36.4% | +28.3% | +8.1% | +65.9% |
| All | +36.4% | +26.8% | +9.6% | +65.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling