+416.0%
LRCX vs VFC
-78.2%
+494.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -1.2% |
| 7D | -3.1% | -1.4% | -1.7% | -2.7% |
| 30D | -8.6% | -9.0% | +0.4% | -6.2% |
| 3M | -17.7% | -24.2% | +6.5% | -11.8% |
| 6M | +36.4% | -18.5% | +54.9% | +43.1% |
| YTD | +74.5% | -25.9% | +100.4% | +87.4% |
| 1Y | +159.4% | -13.0% | +172.4% | +163.9% |
| 3Y | +361.6% | -20.3% | +381.9% | +335.3% |
| All | +416.0% | -78.2% | +494.2% | +858.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling