+3,549.0%
LRCX vs ROK
+357.9%
+3,191.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -1.2% |
| 7D | -3.1% | -1.2% | -1.8% | -2.2% |
| 30D | -8.6% | -4.8% | -3.7% | -5.2% |
| 3M | -17.7% | -6.1% | -11.6% | -13.4% |
| 6M | +36.4% | +15.5% | +20.9% | +24.6% |
| YTD | +74.5% | +11.2% | +63.4% | +63.2% |
| 1Y | +159.4% | +23.8% | +135.6% | +125.7% |
| 3Y | +361.6% | +53.1% | +308.5% | +232.2% |
| 5Y | +425.2% | +48.3% | +377.0% | +278.1% |
| All | +3,549.0% | +357.9% | +3,191.1% | +1,332.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling