+84,081.2%
LRCX vs ROP
+30,173.0%
+53,908.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.5% |
| 7D | +12.7% | +0.7% | +12.0% | +12.3% |
| 30D | -21.3% | +28.8% | -50.0% | -30.1% |
| 3M | -32.9% | +21.1% | -53.9% | -39.3% |
| 6M | -23.4% | +52.5% | -75.9% | -38.8% |
| YTD | +32.4% | +8.9% | +23.5% | +20.2% |
| 1Y | +48.0% | +8.2% | +39.8% | +34.6% |
| 3Y | +243.9% | -5.2% | +249.1% | +231.7% |
| 5Y | +280.6% | +1.7% | +278.9% | +260.3% |
| 10Y | +2,547.5% | +185.4% | +2,362.1% | +1,598.4% |
| All | +84,081.2% | +30,173.0% | +53,908.2% | +23,694.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling