+159.4%
LRCX vs REPL
+119.0%
+40.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.1% |
| 7D | -3.1% | -14.1% | +11.0% | -3.0% |
| 30D | -8.6% | -15.2% | +6.7% | -8.5% |
| 3M | -17.7% | +49.9% | -67.6% | -17.6% |
| 6M | +36.4% | +63.5% | -27.2% | +36.7% |
| YTD | +74.5% | +32.9% | +41.6% | +75.0% |
| 1Y | +159.4% | +115.0% | +44.5% | +157.7% |
| All | +159.4% | +119.0% | +40.5% | +157.7% |
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