+3,549.0%
LRCX vs ROL
+211.6%
+3,337.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -3.1% | -3.2% | +0.1% | -1.8% |
| 30D | -8.6% | -4.9% | -3.7% | -6.8% |
| 3M | -17.7% | -25.8% | +8.1% | -7.8% |
| 6M | +36.4% | -37.6% | +73.9% | +64.8% |
| YTD | +74.5% | -41.5% | +116.0% | +116.0% |
| 1Y | +159.4% | -39.5% | +198.9% | +213.2% |
| 3Y | +361.6% | +0.1% | +361.5% | +315.4% |
| 5Y | +425.2% | -4.6% | +429.8% | +364.9% |
| All | +3,549.0% | +211.6% | +3,337.4% | +1,641.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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