+2,611.3%
LRCX vs CSGP
+61.2%
+2,550.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +26.2% | -6.1% | +32.3% | +29.0% |
| 30D | -22.4% | +0.3% | -22.7% | -24.6% |
| 3M | -28.2% | -1.3% | -26.9% | -30.9% |
| 6M | -19.0% | -8.9% | -10.1% | -22.2% |
| YTD | +37.0% | -55.2% | +92.2% | +84.6% |
| 1Y | +45.5% | -56.4% | +101.9% | +98.2% |
| 3Y | +249.7% | -62.2% | +311.9% | +393.9% |
| 5Y | +293.9% | -63.7% | +357.5% | +451.1% |
| All | +2,611.3% | +61.2% | +2,550.1% | +1,384.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling