+392.1%
LRCX vs RL
+211.8%
+180.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.8% |
| 7D | +10.4% | +1.9% | +8.5% | +9.3% |
| 30D | +2.9% | -12.2% | +15.1% | +10.3% |
| 3M | -1.2% | -6.6% | +5.5% | +2.0% |
| 6M | +60.9% | +3.2% | +57.7% | +56.5% |
| YTD | +87.5% | -1.3% | +88.8% | +86.6% |
| 1Y | +206.6% | +13.6% | +193.1% | +181.6% |
| 3Y | +392.1% | +210.9% | +181.2% | +192.3% |
| All | +392.1% | +211.8% | +180.3% | +192.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling