+159.4%
LRCX vs VMC
-14.0%
+173.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -3.1% | -3.8% | +0.7% | -1.7% |
| 30D | -8.6% | -9.7% | +1.1% | -5.2% |
| 3M | -17.7% | -9.6% | -8.0% | -16.4% |
| 6M | +36.4% | -4.8% | +41.2% | +34.2% |
| YTD | +74.5% | -10.9% | +85.4% | +71.8% |
| 1Y | +159.4% | -15.6% | +175.0% | +162.2% |
| All | +159.4% | -14.0% | +173.5% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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