+42.8%
LRCX vs ROK
+25.3%
+17.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.5% | -3.4% |
| 7D | -12.8% | 0.0% | -12.8% | -12.7% |
| 30D | -36.0% | -2.5% | -33.5% | -34.0% |
| 3M | -30.2% | 0.0% | -30.2% | -30.0% |
| 6M | -14.2% | +11.6% | -25.8% | -21.1% |
| YTD | +29.7% | +15.2% | +14.5% | +9.8% |
| 1Y | +42.8% | +25.0% | +17.8% | +10.2% |
| All | +42.8% | +25.3% | +17.5% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling