+416.0%
LRCX vs RMBS
+265.4%
+150.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -1.0% |
| 7D | -3.1% | +1.8% | -4.8% | -4.0% |
| 30D | -8.6% | -13.9% | +5.3% | -0.2% |
| 3M | -17.7% | -39.8% | +22.1% | +10.9% |
| 6M | +36.4% | -6.0% | +42.4% | +36.3% |
| YTD | +74.5% | -5.4% | +79.9% | +67.1% |
| 1Y | +159.4% | -1.8% | +161.3% | +136.8% |
| 3Y | +361.6% | +53.7% | +307.9% | +179.2% |
| All | +416.0% | +265.4% | +150.6% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling