+446.3%
LRCX vs CVE
+317.2%
+129.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.5% |
| 7D | +1.9% | +2.5% | -0.6% | +1.1% |
| 30D | +0.1% | +16.7% | -16.7% | -4.4% |
| 3M | -8.5% | +9.3% | -17.8% | -11.1% |
| 6M | +38.1% | +43.6% | -5.5% | +21.7% |
| YTD | +80.1% | +93.6% | -13.5% | +43.4% |
| 1Y | +208.1% | +98.8% | +109.3% | +141.4% |
| 3Y | +350.2% | +73.6% | +276.6% | +256.0% |
| All | +446.3% | +317.2% | +129.1% | +232.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling