+392.1%
LRCX vs REPL
-24.7%
+416.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +4.2% |
| 7D | +10.4% | -5.7% | +16.2% | +10.5% |
| 30D | +2.9% | +22.5% | -19.6% | +2.6% |
| 3M | -1.2% | +64.7% | -65.8% | -2.3% |
| 6M | +60.9% | +83.0% | -22.2% | +57.0% |
| YTD | +87.5% | +52.0% | +35.6% | +83.4% |
| 1Y | +206.6% | +144.5% | +62.1% | +193.7% |
| 3Y | +392.1% | -25.1% | +417.2% | +361.8% |
| All | +392.1% | -24.7% | +416.8% | +361.8% |
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