+361.6%
LRCX vs RPRX
+116.2%
+245.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -3.1% | -8.4% | +5.3% | -2.5% |
| 30D | -8.6% | -0.6% | -7.9% | -8.6% |
| 3M | -17.7% | +6.4% | -24.1% | -18.4% |
| 6M | +36.4% | +26.6% | +9.8% | +31.4% |
| YTD | +74.5% | +53.8% | +20.8% | +64.6% |
| 1Y | +159.4% | +62.8% | +96.7% | +143.5% |
| 3Y | +361.6% | +118.0% | +243.5% | +345.5% |
| All | +361.6% | +116.2% | +245.4% | +345.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 3y: compounded portfolio wealth divided by compounded RPRX 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…
3y analysis · Full analysis span regression · 6 months rolling