+297,723.7%
LRCX vs ROK
+15,563.1%
+282,160.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | +9.5% | +0.2% | +9.4% | +9.4% |
| 30D | +3.1% | -1.8% | +4.9% | +4.2% |
| 3M | -3.4% | -7.2% | +3.8% | +1.4% |
| 6M | +49.7% | +14.2% | +35.5% | +40.4% |
| YTD | +84.9% | +10.6% | +74.3% | +76.3% |
| 1Y | +200.8% | +25.9% | +174.9% | +167.6% |
| 3Y | +385.1% | +50.8% | +334.3% | +280.9% |
| 5Y | +460.5% | +47.0% | +413.4% | +344.2% |
| 10Y | +3,866.3% | +354.9% | +3,511.4% | +1,573.2% |
| All | +297,723.7% | +15,563.1% | +282,160.7% | +18,831.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling