+2,224.6%
LRCX vs CVE
+136.1%
+2,088.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.6% | +8.8% | +8.4% |
| 7D | -16.2% | -16.1% | 0.0% | -12.4% |
| 30D | -39.2% | -10.4% | -28.8% | -37.5% |
| 3M | -34.4% | -2.4% | -32.0% | -34.1% |
| 6M | -32.4% | -4.4% | -28.0% | -32.2% |
| YTD | +17.4% | +64.9% | -47.5% | +1.7% |
| 1Y | +24.2% | +66.0% | -41.9% | +7.0% |
| 3Y | +221.6% | +57.7% | +163.9% | +176.2% |
| 5Y | +245.2% | +144.7% | +100.5% | +160.8% |
| All | +2,224.6% | +136.1% | +2,088.5% | +1,210.9% |
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