+2,520.1%
LRCX vs RCL
+340.1%
+2,180.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.5% |
| 7D | +12.7% | -1.2% | +13.9% | +13.2% |
| 30D | -21.3% | +17.8% | -39.1% | -25.7% |
| 3M | -32.9% | +4.9% | -37.8% | -34.3% |
| 6M | -23.4% | +23.7% | -47.1% | -29.2% |
| YTD | +32.4% | +17.8% | +14.6% | +23.4% |
| 1Y | +48.0% | +28.9% | +19.1% | +33.5% |
| 3Y | +243.9% | +241.9% | +2.1% | +122.5% |
| 5Y | +280.6% | +295.4% | -14.8% | +122.9% |
| All | +2,520.1% | +340.1% | +2,180.0% | +1,290.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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