+42.8%
LRCX vs CSGP
-53.2%
+96.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.0% | -8.0% | -2.1% |
| 7D | -12.8% | +18.3% | -31.1% | -5.0% |
| 30D | -36.0% | +17.8% | -53.8% | -29.5% |
| 3M | -30.2% | +9.3% | -39.5% | -25.1% |
| 6M | -14.2% | -7.9% | -6.3% | -8.3% |
| YTD | +29.7% | -51.5% | +81.3% | +37.2% |
| 1Y | +42.8% | -53.3% | +96.1% | +53.1% |
| All | +42.8% | -53.2% | +96.0% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling