+12,710.7%
LRCX vs LVS
+65.2%
+12,645.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.1% |
| 7D | +9.5% | -2.7% | +12.3% | +10.3% |
| 30D | +3.1% | -4.7% | +7.8% | +4.1% |
| 3M | -3.4% | -15.6% | +12.2% | +0.1% |
| 6M | +49.7% | -18.6% | +68.3% | +56.4% |
| YTD | +84.9% | -32.3% | +117.1% | +100.5% |
| 1Y | +200.8% | -18.0% | +218.9% | +211.0% |
| 3Y | +385.1% | -5.8% | +390.9% | +381.2% |
| 5Y | +460.5% | +5.7% | +454.8% | +431.7% |
| 10Y | +3,866.3% | 0.0% | +3,866.2% | +3,692.1% |
| All | +12,710.7% | +65.2% | +12,645.5% | +10,614.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling