+478.4%
LRCX vs VRT
+994.5%
-516.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.5% | +2.6% |
| 7D | +10.4% | +13.6% | -3.2% | +4.6% |
| 30D | +2.9% | +6.8% | -3.9% | +0.1% |
| 3M | -1.2% | -3.2% | +2.0% | +0.4% |
| 6M | +60.9% | +20.3% | +40.5% | +49.8% |
| YTD | +87.5% | +79.6% | +7.9% | +48.0% |
| 1Y | +206.6% | +139.0% | +67.6% | +116.7% |
| 3Y | +392.1% | +644.6% | -252.5% | +109.3% |
| 5Y | +478.4% | +1,024.4% | -545.9% | +71.0% |
| All | +478.4% | +994.5% | -516.0% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling