+416.0%
LRCX vs CTVA
+102.9%
+313.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -3.1% | -4.5% | +1.4% | -1.7% |
| 30D | -8.6% | +11.3% | -19.9% | -12.1% |
| 3M | -17.7% | +12.3% | -30.0% | -22.1% |
| 6M | +36.4% | +7.2% | +29.2% | +30.9% |
| YTD | +74.5% | +26.0% | +48.5% | +57.2% |
| 1Y | +159.4% | +16.0% | +143.4% | +139.8% |
| 3Y | +361.6% | +73.9% | +287.7% | +256.6% |
| All | +416.0% | +102.9% | +313.1% | +261.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling