+416.0%
LRCX vs ROP
-16.2%
+432.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.1% | -4.6% | +1.5% | -1.3% |
| 30D | -8.6% | -1.7% | -6.9% | -8.3% |
| 3M | -17.7% | +17.1% | -34.7% | -26.7% |
| 6M | +36.4% | +10.9% | +25.5% | +23.9% |
| YTD | +74.5% | -12.1% | +86.6% | +86.8% |
| 1Y | +159.4% | -24.2% | +183.7% | +214.3% |
| 3Y | +361.6% | -20.4% | +382.0% | +424.5% |
| All | +416.0% | -16.2% | +432.2% | +412.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling