+424.9%
LRCX vs ROK
+44.8%
+380.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -4.8% |
| 7D | +1.8% | -1.6% | +3.4% | +3.1% |
| 30D | -4.3% | -5.4% | +1.1% | -0.1% |
| 3M | -7.3% | -4.0% | -3.4% | -3.8% |
| 6M | +38.6% | +13.3% | +25.2% | +28.4% |
| YTD | +74.4% | +9.3% | +65.1% | +65.1% |
| 1Y | +179.1% | +25.8% | +153.3% | +140.6% |
| 3Y | +357.7% | +49.1% | +308.6% | +235.3% |
| 5Y | +424.9% | +45.9% | +379.0% | +266.0% |
| All | +424.9% | +44.8% | +380.1% | +266.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling