+478.4%
LRCX vs STM
+20.9%
+457.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.5% |
| 7D | +10.4% | +5.2% | +5.2% | +6.6% |
| 30D | +2.9% | -7.4% | +10.3% | +8.4% |
| 3M | -1.2% | -30.6% | +29.5% | +25.8% |
| 6M | +60.9% | +66.4% | -5.5% | +11.4% |
| YTD | +87.5% | +101.1% | -13.6% | +12.8% |
| 1Y | +206.6% | +97.4% | +109.3% | +83.6% |
| 3Y | +392.1% | +21.1% | +371.0% | +293.3% |
| 5Y | +478.4% | +22.5% | +456.0% | +345.7% |
| All | +478.4% | +20.9% | +457.5% | +345.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling