+3,549.0%
LRCX vs LVS
0.0%
+3,549.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.2% |
| 7D | -3.1% | -3.5% | +0.4% | -1.4% |
| 30D | -8.6% | -6.2% | -2.3% | -6.1% |
| 3M | -17.7% | -14.8% | -2.8% | -12.0% |
| 6M | +36.4% | -20.9% | +57.2% | +50.5% |
| YTD | +74.5% | -33.0% | +107.6% | +106.1% |
| 1Y | +159.4% | -20.0% | +179.5% | +178.3% |
| 3Y | +361.6% | -6.9% | +368.5% | +343.6% |
| 5Y | +425.2% | +9.1% | +416.2% | +336.2% |
| All | +3,549.0% | 0.0% | +3,549.0% | +3,091.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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