+2,611.3%
LRCX vs VST
+1,153.0%
+1,458.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | +26.2% | +19.2% | +7.1% | +18.1% |
| 30D | -22.4% | -17.2% | -5.2% | -16.4% |
| 3M | -28.2% | -8.1% | -20.1% | -26.2% |
| 6M | -19.0% | -8.1% | -10.9% | -16.4% |
| YTD | +37.0% | -16.3% | +53.2% | +45.1% |
| 1Y | +45.5% | -24.1% | +69.6% | +59.4% |
| 3Y | +249.7% | +300.2% | -50.5% | +90.6% |
| 5Y | +293.9% | +645.9% | -352.1% | +69.2% |
| All | +2,611.3% | +1,153.0% | +1,458.2% | +913.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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