+199.6%
LRCX vs VG
-46.6%
+246.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.5% | +0.6% | +5.7% |
| 7D | +6.5% | +5.5% | +1.0% | +6.2% |
| 30D | -23.8% | -3.6% | -20.2% | -23.6% |
| 3M | -24.2% | -4.0% | -20.2% | -24.0% |
| 6M | -20.2% | +9.4% | -29.6% | -21.5% |
| YTD | +38.2% | +86.6% | -48.4% | +16.7% |
| 1Y | +48.9% | +69.5% | -20.6% | +27.8% |
| All | +199.6% | -46.6% | +246.2% | +203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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