+42.8%
LRCX vs RNG
+179.4%
-136.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | -12.8% | -9.6% | -3.2% | -13.7% |
| 30D | -36.0% | -1.4% | -34.6% | -36.0% |
| 3M | -30.2% | +28.8% | -59.0% | -27.6% |
| 6M | -14.2% | +65.6% | -79.8% | -6.2% |
| YTD | +29.7% | +171.4% | -141.7% | +43.5% |
| 1Y | +42.8% | +185.3% | -142.5% | +47.8% |
| All | +42.8% | +179.4% | -136.6% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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