+119,166.7%
LRCX vs ROP
+24,791.5%
+94,375.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.0% | +5.3% |
| 7D | +10.4% | -5.4% | +15.8% | +12.8% |
| 30D | +2.9% | -1.6% | +4.6% | +3.2% |
| 3M | -1.2% | +18.8% | -20.0% | -10.6% |
| 6M | +60.9% | +8.2% | +52.7% | +50.0% |
| YTD | +87.5% | -10.5% | +98.0% | +87.8% |
| 1Y | +206.6% | -23.7% | +230.4% | +228.0% |
| 3Y | +392.1% | -17.9% | +410.0% | +412.0% |
| 5Y | +478.4% | -15.3% | +493.8% | +500.5% |
| 10Y | +3,821.0% | +133.4% | +3,687.6% | +2,678.4% |
| All | +119,166.7% | +24,791.5% | +94,375.1% | +37,076.0% |
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