+33,743.6%
LRCX vs RMBS
+1,376.2%
+32,367.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.7% |
| 7D | +9.5% | +3.5% | +6.1% | +8.4% |
| 30D | +3.1% | -8.6% | +11.7% | +6.2% |
| 3M | -3.4% | -40.3% | +36.9% | +15.1% |
| 6M | +49.7% | -1.0% | +50.7% | +49.8% |
| YTD | +84.9% | -4.6% | +89.5% | +84.7% |
| 1Y | +200.8% | +17.6% | +183.3% | +179.6% |
| 3Y | +385.1% | +58.6% | +326.4% | +301.4% |
| 5Y | +460.5% | +270.9% | +189.6% | +263.6% |
| 10Y | +3,866.3% | +569.1% | +3,297.2% | +2,121.9% |
| All | +33,743.6% | +1,376.2% | +32,367.4% | +4,881.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling