+388.9%
LRCX vs STZ
-49.9%
+438.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +9.5% | -6.0% | +15.6% | +10.3% |
| 30D | +3.1% | -8.9% | +12.0% | +4.1% |
| 3M | -3.4% | -12.6% | +9.2% | -2.0% |
| 6M | +49.7% | -17.2% | +66.9% | +53.4% |
| YTD | +84.9% | -10.0% | +94.9% | +83.7% |
| 1Y | +200.8% | -14.3% | +215.1% | +202.2% |
| All | +388.9% | -49.9% | +438.8% | +444.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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