+894.5%
LRCX vs RVMD
+636.2%
+258.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +9.5% | -0.7% | +10.3% | +9.7% |
| 30D | +3.1% | +0.3% | +2.7% | +2.9% |
| 3M | -3.4% | +38.9% | -42.3% | -9.4% |
| 6M | +49.7% | +108.1% | -58.4% | +27.4% |
| YTD | +84.9% | +160.7% | -75.9% | +48.1% |
| 1Y | +200.8% | +407.3% | -206.4% | +108.6% |
| 3Y | +385.1% | +546.6% | -161.5% | +204.0% |
| 5Y | +460.5% | +579.8% | -119.3% | +217.6% |
| All | +894.5% | +636.2% | +258.3% | +388.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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