+243.9%
LRCX vs VSH
+31.2%
+212.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.2% | +0.8% | -0.8% |
| 7D | +12.7% | +14.3% | -1.6% | +3.8% |
| 30D | -21.3% | -7.9% | -13.4% | -17.4% |
| 3M | -32.9% | -19.9% | -13.0% | -24.4% |
| 6M | -23.4% | -30.5% | +7.1% | -7.6% |
| YTD | +32.4% | +85.7% | -53.3% | -10.5% |
| 1Y | +48.0% | +98.9% | -50.9% | -3.7% |
| 3Y | +243.9% | +32.1% | +211.9% | +173.0% |
| All | +243.9% | +31.2% | +212.7% | +173.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling