+416.0%
LRCX vs RRX
+17.8%
+398.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -2.2% |
| 7D | -3.1% | -0.3% | -2.7% | -2.9% |
| 30D | -8.6% | -6.1% | -2.4% | -5.0% |
| 3M | -17.7% | -23.1% | +5.4% | -3.2% |
| 6M | +36.4% | -19.5% | +55.9% | +56.3% |
| YTD | +74.5% | +16.1% | +58.5% | +61.9% |
| 1Y | +159.4% | +12.9% | +146.5% | +143.2% |
| 3Y | +361.6% | +7.9% | +353.6% | +323.7% |
| All | +416.0% | +17.8% | +398.2% | +350.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling