+42.8%
LRCX vs CTAS
+25.6%
+17.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.4% | -2.4% |
| 7D | -12.8% | +7.6% | -20.4% | -8.0% |
| 30D | -36.0% | +17.2% | -53.2% | -28.4% |
| 3M | -30.2% | +12.8% | -43.0% | -23.7% |
| 6M | -14.2% | +38.0% | -52.2% | -1.2% |
| YTD | +29.7% | +22.7% | +7.0% | +51.6% |
| 1Y | +42.8% | +25.6% | +17.2% | +67.5% |
| All | +42.8% | +25.6% | +17.2% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling