+297,723.7%
LRCX vs RRX
+3,824.6%
+293,899.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.2% |
| 7D | +9.5% | -0.7% | +10.3% | +10.0% |
| 30D | +3.1% | -8.0% | +11.0% | +7.4% |
| 3M | -3.4% | -25.1% | +21.7% | +12.1% |
| 6M | +49.7% | -18.3% | +68.0% | +66.9% |
| YTD | +84.9% | +14.2% | +70.7% | +74.1% |
| 1Y | +200.8% | +13.0% | +187.8% | +183.8% |
| 3Y | +385.1% | +4.2% | +380.9% | +354.6% |
| 5Y | +460.5% | +17.9% | +442.6% | +389.4% |
| 10Y | +3,866.3% | +220.4% | +3,645.8% | +2,055.5% |
| All | +297,723.7% | +3,824.6% | +293,899.1% | +76,212.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling