+232.6%
LRCX vs VRT
+387.3%
-154.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +2.1% |
| 7D | -3.6% | -17.7% | +14.1% | +6.5% |
| 30D | -30.3% | -20.0% | -10.2% | -22.0% |
| 3M | -27.3% | -28.1% | +0.7% | -14.6% |
| 6M | -24.2% | -42.8% | +18.6% | -1.0% |
| YTD | +30.3% | +20.0% | +10.3% | +21.6% |
| 1Y | +34.3% | +3.5% | +30.8% | +33.0% |
| 3Y | +232.6% | +366.1% | -133.5% | +46.6% |
| All | +232.6% | +387.3% | -154.7% | +46.6% |
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