+304.3%
LRCX vs REPL
-34.5%
+338.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -6.4% | +12.5% | +6.3% |
| 7D | +6.5% | +5.3% | +1.3% | +6.4% |
| 30D | -23.8% | +66.6% | -90.4% | -25.2% |
| 3M | -24.2% | +59.6% | -83.7% | -25.5% |
| 6M | -20.2% | +482.4% | -502.5% | -26.5% |
| YTD | +38.2% | +124.1% | -85.9% | +28.8% |
| 1Y | +48.9% | +138.6% | -89.7% | +38.3% |
| 3Y | +252.8% | +96.0% | +156.8% | +183.7% |
| 5Y | +304.3% | -35.4% | +339.7% | +275.2% |
| All | +304.3% | -34.5% | +338.8% | +275.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling