+1,674.1%
LRCX vs VRT
+2,399.5%
-725.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.6% | 0.0% | -3.2% |
| 7D | +1.8% | -7.7% | +9.5% | +5.3% |
| 30D | -4.3% | -12.0% | +7.6% | +1.0% |
| 3M | -7.3% | -11.7% | +4.3% | -2.1% |
| 6M | +38.6% | -8.1% | +46.6% | +43.8% |
| YTD | +74.4% | +53.2% | +21.2% | +45.5% |
| 1Y | +179.1% | +81.7% | +97.5% | +117.1% |
| 3Y | +357.7% | +535.3% | -177.6% | +94.9% |
| 5Y | +424.9% | +916.4% | -491.5% | +61.3% |
| All | +1,674.1% | +2,399.5% | -725.4% | +275.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VRT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling