+361.6%
LRCX vs RRX
+5.4%
+356.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -2.1% |
| 7D | -3.1% | -0.3% | -2.7% | -2.9% |
| 30D | -8.6% | -6.1% | -2.4% | -5.1% |
| 3M | -17.7% | -23.1% | +5.4% | -3.7% |
| 6M | +36.4% | -19.5% | +55.9% | +55.9% |
| YTD | +74.5% | +16.1% | +58.5% | +65.2% |
| 1Y | +159.4% | +12.9% | +146.5% | +148.0% |
| 3Y | +361.6% | +7.9% | +353.6% | +354.8% |
| All | +361.6% | +5.4% | +356.2% | +354.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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