+208.1%
LRCX vs ROP
-21.5%
+229.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.6% | +8.7% | +2.4% |
| 7D | +1.9% | -4.4% | +6.3% | -1.5% |
| 30D | +0.1% | +3.2% | -3.2% | +3.0% |
| 3M | -8.5% | +23.1% | -31.5% | +6.1% |
| 6M | +38.1% | +13.3% | +24.8% | +56.8% |
| YTD | +80.1% | -7.9% | +87.9% | +93.2% |
| 1Y | +208.1% | -22.1% | +230.1% | +237.1% |
| All | +208.1% | -21.5% | +229.5% | +237.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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