+206.6%
LRCX vs VST
-19.6%
+226.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.5% | +3.2% |
| 7D | +10.4% | +9.9% | +0.5% | +4.8% |
| 30D | +2.9% | +7.9% | -5.0% | -1.5% |
| 3M | -1.2% | +3.4% | -4.6% | -2.7% |
| 6M | +60.9% | -4.1% | +65.0% | +62.4% |
| YTD | +87.5% | -5.7% | +93.2% | +88.2% |
| 1Y | +206.6% | -18.9% | +225.5% | +235.2% |
| All | +206.6% | -19.6% | +226.2% | +235.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling