+246.2%
LRCX vs VST
+561.4%
-315.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +10.6% | -2.3% | +3.8% |
| 7D | -16.2% | -9.8% | -6.4% | -12.6% |
| 30D | -39.2% | -25.1% | -14.0% | -31.6% |
| 3M | -34.4% | -11.6% | -22.8% | -31.4% |
| 6M | -32.4% | -20.9% | -11.5% | -25.9% |
| YTD | +17.4% | -22.3% | +39.7% | +28.5% |
| 1Y | +24.2% | -32.0% | +56.2% | +42.3% |
| 3Y | +221.6% | +262.4% | -40.8% | +62.2% |
| All | +246.2% | +561.4% | -315.2% | +27.1% |
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