+388.9%
LRCX vs RIG
-31.2%
+420.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.2% |
| 7D | +9.5% | -8.2% | +17.7% | +11.6% |
| 30D | +3.1% | -0.2% | +3.3% | +2.9% |
| 3M | -3.4% | -2.7% | -0.7% | -3.3% |
| 6M | +49.7% | -7.5% | +57.1% | +49.0% |
| YTD | +84.9% | +38.3% | +46.6% | +63.7% |
| 1Y | +200.8% | +81.8% | +119.0% | +145.4% |
| All | +388.9% | -31.2% | +420.1% | +330.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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