-23.4%
LRCX vs STM
-23.5%
+0.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -3.9% | -3.8% |
| 7D | +12.7% | +12.0% | +0.7% | +2.9% |
| 30D | -21.3% | -0.4% | -20.9% | -20.6% |
| 3M | -32.9% | -13.2% | -19.7% | -25.1% |
| 6M | -23.4% | -26.1% | +2.7% | -4.7% |
| All | -23.4% | -23.5% | +0.1% | -4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling