+3,549.0%
LRCX vs RNG
+222.9%
+3,326.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -3.1% | -6.1% | +3.0% | -1.7% |
| 30D | -8.6% | +9.6% | -18.2% | -10.8% |
| 3M | -17.7% | +83.3% | -101.0% | -31.1% |
| 6M | +36.4% | +77.9% | -41.6% | +12.3% |
| YTD | +74.5% | +139.9% | -65.4% | +28.0% |
| 1Y | +159.4% | +121.7% | +37.8% | +93.8% |
| 3Y | +361.6% | +121.9% | +239.7% | +224.3% |
| 5Y | +425.2% | -68.4% | +493.6% | +492.1% |
| All | +3,549.0% | +222.9% | +3,326.2% | +1,607.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling