+460.5%
LRCX vs CTAS
+110.0%
+350.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +9.5% | +1.0% | +8.6% | +8.9% |
| 30D | +3.1% | -1.1% | +4.1% | +3.5% |
| 3M | -3.4% | +11.5% | -14.9% | -13.4% |
| 6M | +49.7% | +0.2% | +49.5% | +45.3% |
| YTD | +84.9% | +7.2% | +77.7% | +68.6% |
| 1Y | +200.8% | 0.0% | +200.8% | +189.7% |
| 3Y | +385.1% | +65.9% | +319.1% | +167.5% |
| 5Y | +460.5% | +109.6% | +350.9% | +132.4% |
| All | +460.5% | +110.0% | +350.5% | +132.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling