+416.0%
LRCX vs VRSK
-11.8%
+427.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -3.1% | -5.2% | +2.1% | -2.7% |
| 30D | -8.6% | -2.3% | -6.2% | -8.5% |
| 3M | -17.7% | -2.9% | -14.8% | -19.0% |
| 6M | +36.4% | -12.8% | +49.2% | +38.3% |
| YTD | +74.5% | -20.8% | +95.4% | +82.7% |
| 1Y | +159.4% | -33.2% | +192.7% | +192.4% |
| 3Y | +361.6% | -26.6% | +388.2% | +367.1% |
| All | +416.0% | -11.8% | +427.8% | +323.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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