+259.1%
LRCX vs REPL
+96.7%
+162.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -6.4% | +12.5% | +6.2% |
| 7D | +6.5% | +5.3% | +1.3% | +6.4% |
| 30D | -23.8% | +66.6% | -90.4% | -24.5% |
| 3M | -24.2% | +59.6% | -83.7% | -24.9% |
| 6M | -20.2% | +482.4% | -502.5% | -22.9% |
| YTD | +38.2% | +124.1% | -85.9% | +34.1% |
| 1Y | +48.9% | +138.6% | -89.7% | +44.2% |
| All | +259.1% | +96.7% | +162.4% | +229.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling