+246.2%
LRCX vs CSGP
-63.4%
+309.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -4.7% | +12.9% | +9.0% |
| 7D | -16.2% | +1.3% | -17.4% | -16.5% |
| 30D | -39.2% | +10.7% | -49.9% | -41.6% |
| 3M | -34.4% | +3.3% | -37.7% | -36.5% |
| 6M | -32.4% | -10.3% | -22.1% | -33.1% |
| YTD | +17.4% | -54.6% | +72.0% | +51.9% |
| 1Y | +24.2% | -54.6% | +78.8% | +60.0% |
| 3Y | +221.6% | -60.3% | +281.9% | +324.2% |
| All | +246.2% | -63.4% | +309.6% | +354.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling