+2,664.2%
LRCX vs CVE
+144.4%
+2,519.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.7% | +3.4% | +5.4% |
| 7D | +6.5% | +0.1% | +6.5% | +6.7% |
| 30D | -23.8% | -10.8% | -13.0% | -21.6% |
| 3M | -24.2% | -4.3% | -19.8% | -23.5% |
| 6M | -20.2% | -1.5% | -18.7% | -20.5% |
| YTD | +38.2% | +70.7% | -32.5% | +18.7% |
| 1Y | +48.9% | +58.1% | -9.2% | +30.1% |
| 3Y | +252.8% | +69.8% | +183.0% | +197.8% |
| 5Y | +304.3% | +148.9% | +155.4% | +204.2% |
| 10Y | +2,664.2% | +143.5% | +2,520.7% | +1,456.5% |
| All | +2,664.2% | +144.4% | +2,519.8% | +1,456.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling