+232.6%
LRCX vs RY
+160.5%
+72.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.6% | +10.3% | +10.3% |
| 7D | -3.6% | -0.6% | -3.0% | -2.7% |
| 30D | -30.3% | +6.1% | -36.4% | -34.1% |
| 3M | -27.3% | -3.4% | -24.0% | -24.6% |
| 6M | -24.2% | +12.8% | -37.0% | -32.2% |
| YTD | +30.3% | +21.0% | +9.3% | +9.2% |
| 1Y | +34.3% | +40.5% | -6.2% | -0.6% |
| 3Y | +232.6% | +159.9% | +72.8% | +64.8% |
| All | +232.6% | +160.5% | +72.1% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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