-34.4%
LRCX vs VST
-12.0%
-22.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +10.6% | -2.3% | +2.8% |
| 7D | -16.2% | -9.8% | -6.4% | -13.6% |
| 30D | -39.2% | -25.1% | -14.0% | -33.1% |
| 3M | -34.4% | -11.6% | -22.8% | -29.0% |
| All | -34.4% | -12.0% | -22.4% | -29.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling