+1,827.2%
LRCX vs REPL
-6.0%
+1,833.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.8% | +5.2% |
| 7D | +1.9% | -3.0% | +4.9% | +2.1% |
| 30D | +0.1% | +27.1% | -27.1% | -1.5% |
| 3M | -8.5% | +52.4% | -60.9% | -13.0% |
| 6M | +38.1% | +107.4% | -69.4% | +20.6% |
| YTD | +80.1% | +54.7% | +25.3% | +60.5% |
| 1Y | +208.1% | +158.9% | +49.2% | +151.8% |
| 3Y | +350.2% | -23.7% | +373.9% | +249.1% |
| 5Y | +430.7% | -54.3% | +485.0% | +326.3% |
| All | +1,827.2% | -6.0% | +1,833.2% | +1,064.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling