+392.1%
LRCX vs STM
+20.8%
+371.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.5% |
| 7D | +10.4% | +5.2% | +5.2% | +7.0% |
| 30D | +2.9% | -7.4% | +10.3% | +7.8% |
| 3M | -1.2% | -30.6% | +29.5% | +22.5% |
| 6M | +60.9% | +66.4% | -5.5% | +19.8% |
| YTD | +87.5% | +101.1% | -13.6% | +24.3% |
| 1Y | +206.6% | +97.4% | +109.3% | +102.6% |
| 3Y | +392.1% | +21.1% | +371.0% | +309.4% |
| All | +392.1% | +20.8% | +371.3% | +309.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling