+1,795.9%
LRCX vs CTVA
+211.9%
+1,584.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.8% |
| 7D | +9.5% | -5.8% | +15.3% | +12.5% |
| 30D | +3.1% | +11.1% | -8.0% | -2.3% |
| 3M | -3.4% | +13.2% | -16.6% | -10.4% |
| 6M | +49.7% | +8.7% | +41.0% | +40.9% |
| YTD | +84.9% | +27.3% | +57.6% | +60.7% |
| 1Y | +200.8% | +18.0% | +182.8% | +169.0% |
| 3Y | +385.1% | +76.5% | +308.6% | +242.5% |
| 5Y | +460.5% | +105.1% | +355.4% | +254.1% |
| All | +1,795.9% | +211.9% | +1,584.1% | +742.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling