+302,042.4%
LRCX vs CTAS
+23,132.7%
+278,909.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.1% |
| 7D | +10.4% | 0.0% | +10.5% | +10.4% |
| 30D | +2.9% | -1.0% | +3.9% | +3.3% |
| 3M | -1.2% | +15.8% | -16.9% | -12.2% |
| 6M | +60.9% | -1.0% | +61.9% | +56.1% |
| YTD | +87.5% | +7.4% | +80.1% | +72.6% |
| 1Y | +206.6% | -0.1% | +206.8% | +194.0% |
| 3Y | +392.1% | +66.3% | +325.8% | +241.3% |
| 5Y | +478.4% | +111.0% | +367.5% | +253.7% |
| 10Y | +3,821.0% | +662.9% | +3,158.1% | +1,033.2% |
| All | +302,042.4% | +23,132.7% | +278,909.7% | +14,411.5% |
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 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