+3,549.0%
LRCX vs VSH
+196.4%
+3,352.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.1% | -6.1% | -4.1% |
| 7D | -3.1% | +4.8% | -7.8% | -6.3% |
| 30D | -8.6% | -0.7% | -7.9% | -8.5% |
| 3M | -17.7% | -43.1% | +25.4% | +18.3% |
| 6M | +36.4% | +91.8% | -55.4% | -18.4% |
| YTD | +74.5% | +131.6% | -57.1% | -8.8% |
| 1Y | +159.4% | +118.1% | +41.4% | +39.9% |
| 3Y | +361.6% | +40.9% | +320.7% | +216.1% |
| 5Y | +425.2% | +75.8% | +349.5% | +205.8% |
| All | +3,549.0% | +196.4% | +3,352.6% | +1,356.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling