+392.1%
LRCX vs VRT
+642.1%
-250.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.5% | +2.4% |
| 7D | +10.4% | +13.6% | -3.2% | +3.8% |
| 30D | +2.9% | +6.8% | -3.9% | -0.3% |
| 3M | -1.2% | -3.2% | +2.0% | +0.5% |
| 6M | +60.9% | +20.3% | +40.5% | +48.4% |
| YTD | +87.5% | +79.6% | +7.9% | +44.0% |
| 1Y | +206.6% | +139.0% | +67.6% | +108.7% |
| 3Y | +392.1% | +644.6% | -252.5% | +83.4% |
| All | +392.1% | +642.1% | -250.1% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling