+277.1%
LRCX vs STM
-5.1%
+282.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -3.9% | -3.8% |
| 7D | +12.7% | +12.0% | +0.7% | +4.3% |
| 30D | -21.3% | -0.4% | -20.9% | -20.4% |
| 3M | -32.9% | -13.2% | -19.7% | -25.5% |
| 6M | -23.4% | -26.1% | +2.7% | -6.1% |
| YTD | +32.4% | +81.2% | -48.8% | -14.2% |
| 1Y | +48.0% | +98.3% | -50.3% | -9.9% |
| 3Y | +243.9% | +16.7% | +227.2% | +181.7% |
| All | +277.1% | -5.1% | +282.1% | +257.9% |
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