+392.1%
LRCX vs STT
+203.8%
+188.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +5.1% |
| 7D | +10.4% | +2.2% | +8.2% | +8.6% |
| 30D | +2.9% | +3.9% | -1.0% | 0.0% |
| 3M | -1.2% | +19.2% | -20.3% | -12.7% |
| 6M | +60.9% | +60.4% | +0.5% | +15.4% |
| YTD | +87.5% | +51.5% | +36.1% | +39.4% |
| 1Y | +206.6% | +76.3% | +130.4% | +106.7% |
| 3Y | +392.1% | +200.7% | +191.3% | +139.4% |
| All | +392.1% | +203.8% | +188.3% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 3y: compounded portfolio wealth divided by compounded STT 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…
3y analysis · Full analysis span regression · 6 months rolling