+255.9%
LRCX vs ROP
-5.5%
+261.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +26.2% | -2.7% | +28.9% | +25.7% |
| 30D | -22.4% | +29.7% | -52.1% | -19.3% |
| 3M | -28.2% | +21.2% | -49.4% | -25.7% |
| 6M | -19.0% | +48.3% | -67.3% | -19.5% |
| YTD | +37.0% | +8.4% | +28.6% | +56.5% |
| 1Y | +45.5% | +6.0% | +39.5% | +68.7% |
| All | +255.9% | -5.5% | +261.4% | +344.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling