+42.8%
LRCX vs STM
+92.4%
-49.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.1% | +2.0% | +0.1% |
| 7D | -12.8% | -6.0% | -6.7% | -9.1% |
| 30D | -36.0% | -20.9% | -15.0% | -25.0% |
| 3M | -30.2% | -15.8% | -14.5% | -21.9% |
| 6M | -14.2% | -17.0% | +2.8% | -1.3% |
| YTD | +29.7% | +76.8% | -47.1% | -9.7% |
| 1Y | +42.8% | +96.5% | -53.7% | -8.4% |
| All | +42.8% | +92.4% | -49.6% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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