+360.4%
LRCX vs ROIV
+292.3%
+68.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | -3.6% | +14.3% | -17.9% | -6.0% |
| 30D | -30.3% | +16.2% | -46.5% | -32.3% |
| 3M | -27.3% | +15.1% | -42.5% | -29.6% |
| 6M | -24.2% | +44.2% | -68.5% | -29.5% |
| YTD | +30.3% | +89.8% | -59.5% | +15.1% |
| 1Y | +34.3% | +94.6% | -60.3% | +18.0% |
| 3Y | +232.6% | +367.5% | -134.9% | +153.1% |
| 5Y | +286.2% | +421.4% | -135.2% | +154.2% |
| All | +360.4% | +292.3% | +68.1% | +235.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling