+159.4%
LRCX vs RBA
-27.6%
+187.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -0.5% |
| 7D | -3.1% | +0.1% | -3.1% | -3.1% |
| 30D | -8.6% | -2.9% | -5.6% | -8.1% |
| 3M | -17.7% | -20.9% | +3.2% | -15.0% |
| 6M | +36.4% | -17.7% | +54.0% | +38.9% |
| YTD | +74.5% | -18.2% | +92.7% | +76.4% |
| 1Y | +159.4% | -29.1% | +188.5% | +180.7% |
| All | +159.4% | -27.6% | +187.1% | +180.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling