+1,316.7%
LRCX vs REPL
+36.8%
+1,279.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | +12.7% | +1.2% | +11.5% | +12.6% |
| 30D | -21.3% | +92.2% | -113.4% | -24.4% |
| 3M | -32.9% | +44.1% | -77.0% | -34.5% |
| 6M | -23.4% | +313.0% | -336.4% | -32.9% |
| YTD | +32.4% | +125.2% | -92.8% | +15.1% |
| 1Y | +48.0% | +143.8% | -95.7% | +27.8% |
| 3Y | +243.9% | +104.2% | +139.7% | +136.2% |
| 5Y | +280.6% | -34.5% | +315.1% | +199.4% |
| All | +1,316.7% | +36.8% | +1,279.9% | +735.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling