+208.1%
LRCX vs RMBS
+16.3%
+191.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +4.4% |
| 7D | +1.9% | -0.3% | +2.3% | +2.1% |
| 30D | +0.1% | -12.2% | +12.2% | +7.2% |
| 3M | -8.5% | -49.5% | +41.1% | +28.0% |
| 6M | +38.1% | -7.1% | +45.2% | +42.9% |
| YTD | +80.1% | -7.0% | +87.1% | +79.2% |
| 1Y | +208.1% | +13.3% | +194.7% | +192.3% |
| All | +208.1% | +16.3% | +191.8% | +192.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling