+392.1%
LRCX vs RCL
+180.0%
+212.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.4% | +4.3% |
| 7D | +10.4% | -0.5% | +10.9% | +10.6% |
| 30D | +2.9% | -17.3% | +20.3% | +12.4% |
| 3M | -1.2% | -2.8% | +1.6% | -0.5% |
| 6M | +60.9% | -4.4% | +65.3% | +62.8% |
| YTD | +87.5% | -4.2% | +91.7% | +87.3% |
| 1Y | +206.6% | -23.4% | +230.0% | +237.8% |
| 3Y | +392.1% | +179.4% | +212.7% | +186.5% |
| All | +392.1% | +180.0% | +212.1% | +186.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling