+3,549.0%
LRCX vs CTAS
+687.6%
+2,861.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -1.0% |
| 7D | -3.1% | +0.5% | -3.6% | -3.4% |
| 30D | -8.6% | -0.7% | -7.8% | -8.3% |
| 3M | -17.7% | +11.1% | -28.8% | -26.7% |
| 6M | +36.4% | +2.1% | +34.2% | +28.7% |
| YTD | +74.5% | +8.0% | +66.6% | +56.8% |
| 1Y | +159.4% | -0.5% | +159.9% | +147.3% |
| 3Y | +361.6% | +66.2% | +295.4% | +180.2% |
| 5Y | +425.2% | +109.2% | +316.1% | +166.7% |
| All | +3,549.0% | +687.6% | +2,861.4% | +669.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling