+159.4%
LRCX vs ROL
-37.8%
+197.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.2% |
| 7D | -3.1% | -3.2% | +0.1% | -4.1% |
| 30D | -8.6% | -4.9% | -3.7% | -10.0% |
| 3M | -17.7% | -25.8% | +8.1% | -23.2% |
| 6M | +36.4% | -37.6% | +73.9% | +26.5% |
| YTD | +74.5% | -41.5% | +116.0% | +64.0% |
| 1Y | +159.4% | -39.5% | +198.9% | +145.4% |
| All | +159.4% | -37.8% | +197.2% | +145.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling