+277.1%
LRCX vs ROL
+15.7%
+261.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -5.9% | -3.7% |
| 7D | +12.7% | +3.0% | +9.7% | +12.3% |
| 30D | -21.3% | +19.8% | -41.0% | -23.5% |
| 3M | -32.9% | +7.9% | -40.8% | -33.6% |
| 6M | -23.4% | -25.6% | +2.3% | -17.2% |
| YTD | +32.4% | -34.1% | +66.5% | +47.9% |
| 1Y | +48.0% | -31.4% | +79.4% | +62.8% |
| 3Y | +243.9% | +4.7% | +239.3% | +211.4% |
| All | +277.1% | +15.7% | +261.4% | +184.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling