+243.9%
LRCX vs CVE
+74.2%
+169.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.0% | -3.6% |
| 7D | +12.7% | +5.9% | +6.8% | +10.9% |
| 30D | -21.3% | -10.9% | -10.4% | -18.6% |
| 3M | -32.9% | -4.5% | -28.4% | -32.2% |
| 6M | -23.4% | -1.0% | -22.4% | -23.7% |
| YTD | +32.4% | +74.7% | -42.4% | +5.5% |
| 1Y | +48.0% | +65.8% | -17.8% | +19.9% |
| 3Y | +243.9% | +73.2% | +170.8% | +161.4% |
| All | +243.9% | +74.2% | +169.7% | +161.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling