+259.1%
LRCX vs CSGP
-61.8%
+320.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.0% |
| 7D | +6.5% | -7.1% | +13.6% | +5.8% |
| 30D | -23.8% | +3.6% | -27.4% | -23.7% |
| 3M | -24.2% | -2.7% | -21.4% | -24.1% |
| 6M | -20.2% | -8.0% | -12.1% | -19.4% |
| YTD | +38.2% | -55.0% | +93.2% | +67.1% |
| 1Y | +48.9% | -55.8% | +104.6% | +80.8% |
| All | +259.1% | -61.8% | +320.9% | +342.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling