+42.8%
LRCX vs CTVA
+33.4%
+9.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.2% | -7.2% | -3.6% |
| 7D | -12.8% | +8.2% | -21.0% | -11.9% |
| 30D | -36.0% | -1.0% | -34.9% | -35.5% |
| 3M | -30.2% | +4.6% | -34.8% | -29.9% |
| 6M | -14.2% | +0.5% | -14.7% | -14.9% |
| YTD | +29.7% | +22.7% | +7.0% | +19.6% |
| 1Y | +42.8% | +32.0% | +10.8% | +24.2% |
| All | +42.8% | +33.4% | +9.4% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling