+213,159.2%
LRCX vs CTAS
+26,175.4%
+186,983.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.0% | -3.2% |
| 7D | +12.7% | +2.0% | +10.7% | +11.5% |
| 30D | -21.3% | +8.7% | -29.9% | -25.6% |
| 3M | -32.9% | +13.3% | -46.2% | -38.4% |
| 6M | -23.4% | +39.4% | -62.8% | -40.0% |
| YTD | +32.4% | +21.5% | +10.9% | +12.2% |
| 1Y | +48.0% | +21.9% | +26.1% | +25.1% |
| 3Y | +243.9% | +73.6% | +170.3% | +130.8% |
| 5Y | +280.6% | +116.2% | +164.4% | +127.3% |
| 10Y | +2,547.5% | +818.2% | +1,729.3% | +580.4% |
| All | +213,159.2% | +26,175.4% | +186,983.9% | +9,328.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling