+42.8%
LRCX vs REPL
+125.1%
-82.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -12.8% | +28.8% | -41.6% | -13.0% |
| 30D | -36.0% | +57.3% | -93.3% | -36.3% |
| 3M | -30.2% | +73.6% | -103.8% | -30.6% |
| 6M | -14.2% | +582.8% | -597.1% | -12.7% |
| YTD | +29.7% | +112.9% | -83.1% | +22.0% |
| 1Y | +42.8% | +130.7% | -87.9% | +30.1% |
| All | +42.8% | +125.1% | -82.3% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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