+2,520.1%
LRCX vs V
+458.1%
+2,062.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -4.4% |
| 7D | +12.7% | +0.9% | +11.8% | +11.8% |
| 30D | -21.3% | +9.0% | -30.2% | -27.0% |
| 3M | -32.9% | +16.7% | -49.6% | -41.7% |
| 6M | -23.4% | +33.4% | -56.8% | -42.1% |
| YTD | +32.4% | +22.4% | +10.0% | +6.3% |
| 1Y | +48.0% | +27.7% | +20.4% | +14.1% |
| 3Y | +243.9% | +78.0% | +166.0% | +89.0% |
| 5Y | +280.6% | +108.5% | +172.1% | +78.4% |
| All | +2,520.1% | +458.1% | +2,062.0% | +331.9% |
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