+10,768.4%
LRCX vs VCLT
+103.3%
+10,665.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +10.4% | +0.3% | +10.1% | +10.3% |
| 30D | +2.9% | -0.6% | +3.5% | +3.1% |
| 3M | -1.2% | -2.2% | +1.1% | -0.2% |
| 6M | +60.9% | -2.9% | +63.8% | +63.1% |
| YTD | +87.5% | -2.1% | +89.6% | +89.7% |
| 1Y | +206.6% | -2.6% | +209.2% | +210.8% |
| 3Y | +392.1% | +12.5% | +379.6% | +375.6% |
| 5Y | +478.4% | -15.3% | +493.7% | +483.1% |
| 10Y | +3,821.0% | +16.6% | +3,804.4% | +4,050.7% |
| All | +10,768.4% | +103.3% | +10,665.1% | +18,405.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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