+361.3%
LRCX vs CTAS
+64.7%
+296.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.5% |
| 7D | +1.8% | -1.3% | +3.1% | +2.1% |
| 30D | -4.3% | -3.1% | -1.2% | -3.7% |
| 3M | -7.3% | +10.3% | -17.6% | -12.1% |
| 6M | +38.6% | +1.6% | +36.9% | +37.1% |
| YTD | +74.4% | +6.3% | +68.1% | +67.4% |
| 1Y | +179.1% | -0.5% | +179.6% | +178.3% |
| All | +361.3% | +64.7% | +296.6% | +231.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling