+213,159.2%
LRCX vs ROL
+9,850.6%
+203,308.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -5.9% | -4.7% |
| 7D | +12.7% | +3.0% | +9.7% | +11.0% |
| 30D | -21.3% | +19.8% | -41.0% | -29.5% |
| 3M | -32.9% | +7.9% | -40.8% | -37.0% |
| 6M | -23.4% | -25.6% | +2.3% | -13.9% |
| YTD | +32.4% | -34.1% | +66.5% | +57.9% |
| 1Y | +48.0% | -31.4% | +79.4% | +72.0% |
| 3Y | +243.9% | +4.7% | +239.3% | +204.4% |
| 5Y | +280.6% | +15.6% | +265.0% | +208.5% |
| 10Y | +2,547.5% | +220.6% | +2,326.9% | +1,033.9% |
| All | +213,159.2% | +9,850.6% | +203,308.7% | +11,455.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling