+243.9%
LRCX vs VST
+295.7%
-51.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.2% | -2.9% |
| 7D | +12.7% | +6.6% | +6.1% | +10.0% |
| 30D | -21.3% | -12.4% | -8.9% | -16.9% |
| 3M | -32.9% | -9.0% | -23.9% | -30.7% |
| 6M | -23.4% | -6.4% | -16.9% | -21.3% |
| YTD | +32.4% | -17.2% | +49.6% | +40.9% |
| 1Y | +48.0% | -22.0% | +70.1% | +60.5% |
| 3Y | +243.9% | +296.7% | -52.7% | +130.8% |
| All | +243.9% | +295.7% | -51.8% | +130.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling