+3,546.5%
LRCX vs V
+384.5%
+3,162.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +1.8% | -3.0% | +4.9% | +4.3% |
| 30D | -4.3% | +1.2% | -5.5% | -5.7% |
| 3M | -7.3% | +13.9% | -21.2% | -19.0% |
| 6M | +38.6% | +17.2% | +21.3% | +15.9% |
| YTD | +74.4% | +5.3% | +69.1% | +60.0% |
| 1Y | +179.1% | +9.5% | +169.6% | +145.9% |
| 3Y | +357.7% | +51.9% | +305.8% | +190.0% |
| 5Y | +424.9% | +69.6% | +355.3% | +193.8% |
| All | +3,546.5% | +384.5% | +3,162.0% | +663.4% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 10y: compounded portfolio wealth divided by compounded V 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…
10y analysis · Full analysis span regression · 6 months rolling