+159.4%
LRCX vs RIO
+69.4%
+90.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.5% |
| 7D | -3.1% | -3.2% | +0.1% | 0.0% |
| 30D | -8.6% | +0.9% | -9.5% | -9.6% |
| 3M | -17.7% | -1.4% | -16.2% | -17.2% |
| 6M | +36.4% | +10.9% | +25.4% | +25.6% |
| YTD | +74.5% | +31.2% | +43.3% | +40.8% |
| 1Y | +159.4% | +67.9% | +91.5% | +66.7% |
| All | +159.4% | +69.4% | +90.0% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 1y: compounded portfolio wealth divided by compounded RIO 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…
1y analysis · Full analysis span regression · 6 months rolling