+446.3%
LRCX vs CSX
+65.9%
+380.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.3% | +4.5% |
| 7D | +1.9% | -3.4% | +5.3% | +4.4% |
| 30D | +0.1% | -3.1% | +3.2% | +2.3% |
| 3M | -8.5% | +7.2% | -15.7% | -13.2% |
| 6M | +38.1% | +16.2% | +21.9% | +23.3% |
| YTD | +80.1% | +37.5% | +42.5% | +42.3% |
| 1Y | +208.1% | +53.2% | +154.8% | +124.1% |
| 3Y | +350.2% | +68.2% | +282.0% | +189.0% |
| All | +446.3% | +65.9% | +380.5% | +265.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling