+200.8%
LRCX vs STM
+98.5%
+102.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.9% |
| 7D | +9.5% | +1.7% | +7.9% | +8.5% |
| 30D | +3.1% | -5.2% | +8.2% | +6.6% |
| 3M | -3.4% | -29.6% | +26.2% | +18.8% |
| 6M | +49.7% | +54.4% | -4.7% | +23.4% |
| YTD | +84.9% | +99.5% | -14.7% | +34.9% |
| 1Y | +200.8% | +100.8% | +100.1% | +103.2% |
| All | +200.8% | +98.5% | +102.3% | +103.2% |
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