+302,042.4%
LRCX vs RJF
+49,360.8%
+252,681.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.6% |
| 7D | +10.4% | +1.8% | +8.7% | +9.4% |
| 30D | +2.9% | 0.0% | +2.9% | +2.7% |
| 3M | -1.2% | +18.0% | -19.1% | -10.0% |
| 6M | +60.9% | +17.0% | +43.9% | +47.0% |
| YTD | +87.5% | +11.1% | +76.4% | +75.3% |
| 1Y | +206.6% | +8.0% | +198.7% | +190.8% |
| 3Y | +392.1% | +73.3% | +318.8% | +266.9% |
| 5Y | +478.4% | +107.4% | +371.0% | +293.1% |
| 10Y | +3,821.0% | +428.5% | +3,392.5% | +1,576.8% |
| All | +302,042.4% | +49,360.8% | +252,681.6% | +17,167.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling