+553.1%
LRCX vs ROIV
+298.2%
+255.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | +9.5% | +22.3% | -12.8% | +5.0% |
| 30D | +3.1% | +16.9% | -13.8% | -0.3% |
| 3M | -3.4% | +43.9% | -47.3% | -10.0% |
| 6M | +49.7% | +41.6% | +8.1% | +39.7% |
| YTD | +84.9% | +92.7% | -7.8% | +63.0% |
| 1Y | +200.8% | +210.2% | -9.3% | +144.1% |
| 3Y | +385.1% | +231.8% | +153.2% | +282.5% |
| 5Y | +460.5% | +319.8% | +140.7% | +293.1% |
| All | +553.1% | +298.2% | +255.0% | +374.4% |
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