+7,179.6%
LRCX vs RNG
+305.9%
+6,873.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | +9.5% | -4.1% | +13.6% | +10.4% |
| 30D | +3.1% | +8.6% | -5.6% | +0.8% |
| 3M | -3.4% | +78.0% | -81.4% | -18.1% |
| 6M | +49.7% | +67.0% | -17.4% | +26.3% |
| YTD | +84.9% | +142.4% | -57.6% | +37.3% |
| 1Y | +200.8% | +120.4% | +80.4% | +128.3% |
| 3Y | +385.1% | +122.1% | +262.9% | +247.8% |
| 5Y | +460.5% | -69.8% | +530.3% | +521.3% |
| 10Y | +3,866.3% | +223.4% | +3,642.9% | +2,223.0% |
| All | +7,179.6% | +305.9% | +6,873.7% | +3,909.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling