+446.3%
LRCX vs VST
+761.6%
-315.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.5% | +1.6% | +3.7% |
| 7D | +1.9% | +8.9% | -7.0% | -1.5% |
| 30D | +0.1% | +6.2% | -6.1% | -2.4% |
| 3M | -8.5% | -2.7% | -5.8% | -7.2% |
| 6M | +38.1% | -8.4% | +46.4% | +42.3% |
| YTD | +80.1% | -7.2% | +87.3% | +84.0% |
| 1Y | +208.1% | -20.9% | +229.0% | +231.1% |
| 3Y | +350.2% | +384.0% | -33.8% | +114.9% |
| All | +446.3% | +761.6% | -315.2% | +116.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling