+123,056.2%
LRCX vs STZ
+9,621.1%
+113,435.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.3% |
| 7D | +1.9% | -1.9% | +3.8% | +2.5% |
| 30D | +0.1% | -1.9% | +2.0% | +0.4% |
| 3M | -8.5% | -6.2% | -2.3% | -7.5% |
| 6M | +38.1% | -14.0% | +52.1% | +43.0% |
| YTD | +80.1% | -5.1% | +85.2% | +79.8% |
| 1Y | +208.1% | -9.6% | +217.6% | +211.0% |
| 3Y | +350.2% | -47.2% | +397.5% | +427.0% |
| 5Y | +430.7% | -33.6% | +464.3% | +479.1% |
| 10Y | +3,633.2% | -9.8% | +3,643.0% | +3,586.5% |
| All | +123,056.2% | +9,621.1% | +113,435.1% | +33,398.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling