+392.1%
LRCX vs V
+52.2%
+339.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.7% |
| 7D | +10.4% | -1.1% | +11.5% | +10.7% |
| 30D | +2.9% | +1.9% | +1.0% | +2.1% |
| 3M | -1.2% | +15.5% | -16.7% | -7.8% |
| 6M | +60.9% | +16.6% | +44.2% | +47.9% |
| YTD | +87.5% | +5.7% | +81.8% | +83.3% |
| 1Y | +206.6% | +8.6% | +198.1% | +193.8% |
| 3Y | +392.1% | +52.5% | +339.6% | +271.1% |
| All | +392.1% | +52.2% | +339.9% | +271.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling