+460.5%
LRCX vs ROL
-6.0%
+466.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.2% |
| 7D | +9.5% | -3.3% | +12.8% | +10.2% |
| 30D | +3.1% | -7.2% | +10.3% | +4.5% |
| 3M | -3.4% | -27.0% | +23.6% | +2.8% |
| 6M | +49.7% | -39.5% | +89.2% | +68.0% |
| YTD | +84.9% | -41.8% | +126.7% | +109.0% |
| 1Y | +200.8% | -38.9% | +239.7% | +233.3% |
| 3Y | +385.1% | -0.4% | +385.4% | +340.5% |
| 5Y | +460.5% | -4.2% | +464.7% | +354.3% |
| All | +460.5% | -6.0% | +466.5% | +354.3% |
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