+2,520.1%
LRCX vs RL
+337.1%
+2,183.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -2.8% |
| 7D | +12.7% | +2.6% | +10.1% | +11.5% |
| 30D | -21.3% | +2.9% | -24.2% | -22.1% |
| 3M | -32.9% | 0.0% | -32.9% | -32.9% |
| 6M | -23.4% | +17.1% | -40.5% | -29.4% |
| YTD | +32.4% | +10.1% | +22.2% | +25.8% |
| 1Y | +48.0% | +17.3% | +30.7% | +36.3% |
| 3Y | +243.9% | +249.3% | -5.4% | +90.6% |
| 5Y | +280.6% | +240.9% | +39.7% | +108.7% |
| All | +2,520.1% | +337.1% | +2,183.0% | +1,206.0% |
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