+446.3%
LRCX vs CSGP
-64.7%
+511.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.6% | +5.7% |
| 7D | +1.9% | -4.1% | +6.0% | +2.9% |
| 30D | +0.1% | +2.3% | -2.2% | -1.1% |
| 3M | -8.5% | -8.2% | -0.3% | -8.0% |
| 6M | +38.1% | -35.1% | +73.1% | +57.4% |
| YTD | +80.1% | -54.0% | +134.1% | +134.8% |
| 1Y | +208.1% | -65.3% | +273.4% | +359.2% |
| 3Y | +350.2% | -62.6% | +412.8% | +522.5% |
| All | +446.3% | -64.7% | +511.0% | +537.9% |
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