+361.3%
LRCX vs RJF
+69.1%
+292.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -5.1% |
| 7D | +1.8% | -4.2% | +6.0% | +4.1% |
| 30D | -4.3% | -3.6% | -0.7% | -2.6% |
| 3M | -7.3% | +15.6% | -23.0% | -16.0% |
| 6M | +38.6% | +17.6% | +21.0% | +24.0% |
| YTD | +74.4% | +9.2% | +65.2% | +62.4% |
| 1Y | +179.1% | +5.5% | +173.6% | +165.2% |
| All | +361.3% | +69.1% | +292.2% | +219.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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