+361.3%
LRCX vs CTVA
+75.4%
+285.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.6% |
| 7D | +1.8% | -4.7% | +6.5% | +2.8% |
| 30D | -4.3% | +11.1% | -15.4% | -6.8% |
| 3M | -7.3% | +13.7% | -21.0% | -11.3% |
| 6M | +38.6% | +11.2% | +27.3% | +33.0% |
| YTD | +74.4% | +26.9% | +47.5% | +61.0% |
| 1Y | +179.1% | +18.8% | +160.3% | +161.7% |
| All | +361.3% | +75.4% | +285.8% | +289.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling