+297,723.7%
LRCX vs ROST
+68,667.6%
+229,056.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -0.9% |
| 7D | +9.5% | -2.2% | +11.8% | +10.3% |
| 30D | +3.1% | -11.4% | +14.5% | +6.9% |
| 3M | -3.4% | -1.6% | -1.8% | -3.5% |
| 6M | +49.7% | +6.8% | +42.9% | +45.7% |
| YTD | +84.9% | +25.8% | +59.1% | +71.0% |
| 1Y | +200.8% | +52.4% | +148.4% | +161.9% |
| 3Y | +385.1% | +94.4% | +290.7% | +290.1% |
| 5Y | +460.5% | +108.2% | +352.3% | +335.4% |
| 10Y | +3,866.3% | +308.5% | +3,557.8% | +2,408.5% |
| All | +297,723.7% | +68,667.6% | +229,056.1% | +53,447.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling