+392.1%
LRCX vs RSP
+54.0%
+338.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +6.0% |
| 7D | +10.4% | -0.4% | +10.8% | +11.0% |
| 30D | +2.9% | -1.5% | +4.4% | +5.5% |
| 3M | -1.2% | +4.8% | -6.0% | -9.7% |
| 6M | +60.9% | +10.3% | +50.6% | +35.3% |
| YTD | +87.5% | +14.1% | +73.5% | +49.4% |
| 1Y | +206.6% | +17.0% | +189.6% | +135.3% |
| 3Y | +392.1% | +54.2% | +337.9% | +158.1% |
| All | +392.1% | +54.0% | +338.0% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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