+22,967.5%
LRCX vs STM
+2,025.5%
+20,942.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.2% |
| 7D | +26.2% | +16.3% | +9.9% | +14.5% |
| 30D | -22.4% | -6.3% | -16.1% | -18.2% |
| 3M | -28.2% | -14.1% | -14.1% | -19.9% |
| 6M | -19.0% | -19.6% | +0.5% | -6.7% |
| YTD | +37.0% | +80.1% | -43.2% | -10.0% |
| 1Y | +45.5% | +95.4% | -49.9% | -9.5% |
| 3Y | +249.7% | +14.7% | +235.0% | +187.2% |
| 5Y | +293.9% | -5.4% | +299.2% | +268.7% |
| 10Y | +2,639.6% | +465.5% | +2,174.1% | +628.9% |
| All | +22,967.5% | +2,025.5% | +20,942.0% | +2,917.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling