+3,549.0%
LRCX vs ROST
+317.9%
+3,231.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.3% | -1.2% |
| 7D | -3.1% | +0.2% | -3.3% | -3.2% |
| 30D | -8.6% | -6.9% | -1.7% | -5.4% |
| 3M | -17.7% | -3.3% | -14.4% | -17.3% |
| 6M | +36.4% | +9.0% | +27.3% | +28.4% |
| YTD | +74.5% | +28.9% | +45.7% | +50.2% |
| 1Y | +159.4% | +54.0% | +105.5% | +102.6% |
| 3Y | +361.6% | +100.7% | +260.9% | +208.9% |
| 5Y | +425.2% | +116.0% | +309.2% | +226.3% |
| All | +3,549.0% | +317.9% | +3,231.2% | +1,633.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling