+159.4%
LRCX vs TROW
+4.9%
+154.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.8% |
| 7D | -3.1% | -3.2% | +0.1% | -1.1% |
| 30D | -8.6% | -4.6% | -3.9% | -5.9% |
| 3M | -17.7% | -0.7% | -17.0% | -19.2% |
| 6M | +36.4% | +22.2% | +14.1% | +15.0% |
| YTD | +74.5% | +6.6% | +67.9% | +61.4% |
| 1Y | +159.4% | +5.8% | +153.6% | +145.2% |
| All | +159.4% | +4.9% | +154.6% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling