+248.9%
LRCX vs CSX
+73.0%
+176.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.8% | +7.6% | +9.1% |
| 7D | -2.7% | -2.2% | -0.5% | -1.6% |
| 30D | -30.6% | +6.8% | -37.4% | -33.3% |
| 3M | -28.8% | +0.7% | -29.5% | -29.4% |
| 6M | -24.6% | +13.3% | -37.9% | -30.5% |
| YTD | +29.7% | +40.5% | -10.9% | +5.1% |
| 1Y | +39.5% | +44.7% | -5.2% | +11.2% |
| 3Y | +248.9% | +74.5% | +174.4% | +126.0% |
| All | +248.9% | +73.0% | +176.0% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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