+42.8%
LRCX vs VFC
+52.5%
-9.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.4% | -8.5% | -5.2% |
| 7D | -12.8% | +21.5% | -34.2% | -17.5% |
| 30D | -36.0% | +46.7% | -82.6% | -43.1% |
| 3M | -30.2% | +38.4% | -68.6% | -37.0% |
| 6M | -14.2% | +15.2% | -29.4% | -18.2% |
| YTD | +29.7% | +17.8% | +11.9% | +20.2% |
| 1Y | +42.8% | +55.6% | -12.8% | +20.2% |
| All | +42.8% | +52.5% | -9.7% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling