+2,611.3%
LRCX vs RL
+342.1%
+2,269.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | +26.2% | +2.4% | +23.9% | +24.9% |
| 30D | -22.4% | +4.6% | -26.9% | -23.8% |
| 3M | -28.2% | -1.1% | -27.1% | -27.9% |
| 6M | -19.0% | +16.5% | -35.6% | -25.2% |
| YTD | +37.0% | +11.4% | +25.6% | +29.4% |
| 1Y | +45.5% | +16.1% | +29.4% | +34.7% |
| 3Y | +249.7% | +252.6% | -2.9% | +92.8% |
| 5Y | +293.9% | +244.9% | +49.0% | +114.7% |
| All | +2,611.3% | +342.1% | +2,269.1% | +1,243.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling