+456.3%
LRCX vs RGEN
-44.1%
+500.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.6% | -0.7% |
| 7D | +9.5% | -4.6% | +14.1% | +11.2% |
| 30D | +3.1% | +1.2% | +1.9% | +2.5% |
| 3M | -3.4% | +26.8% | -30.2% | -12.4% |
| 6M | +49.7% | +29.1% | +20.6% | +33.9% |
| YTD | +84.9% | +0.7% | +84.1% | +80.6% |
| 1Y | +200.8% | +39.1% | +161.8% | +161.9% |
| 3Y | +385.1% | +2.2% | +382.8% | +344.8% |
| All | +456.3% | -44.1% | +500.4% | +439.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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