+460.5%
LRCX vs RL
+233.3%
+227.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | +0.5% |
| 7D | +9.5% | -0.3% | +9.8% | +9.7% |
| 30D | +3.1% | -17.5% | +20.6% | +15.0% |
| 3M | -3.4% | -14.0% | +10.6% | +4.9% |
| 6M | +49.7% | -2.0% | +51.7% | +49.8% |
| YTD | +84.9% | -4.6% | +89.5% | +87.7% |
| 1Y | +200.8% | +9.5% | +191.3% | +181.1% |
| 3Y | +385.1% | +200.5% | +184.6% | +142.2% |
| 5Y | +460.5% | +226.3% | +234.2% | +156.8% |
| All | +460.5% | +233.3% | +227.2% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling