+30,224.1%
LRCX vs STM
+2,285.7%
+27,938.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +3.9% |
| 7D | +1.9% | +5.8% | -3.9% | -1.9% |
| 30D | +0.1% | -1.0% | +1.1% | +0.6% |
| 3M | -8.5% | -33.3% | +24.8% | +19.6% |
| 6M | +38.1% | +57.4% | -19.3% | -0.3% |
| YTD | +80.1% | +102.2% | -22.1% | +8.7% |
| 1Y | +208.1% | +99.6% | +108.5% | +84.8% |
| 3Y | +350.2% | +14.5% | +335.7% | +266.8% |
| 5Y | +430.7% | +21.4% | +409.3% | +315.9% |
| 10Y | +3,633.2% | +695.0% | +2,938.3% | +678.3% |
| All | +30,224.1% | +2,285.7% | +27,938.4% | +3,544.3% |
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