+2,281.2%
LRCX vs VST
+968.1%
+1,313.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +10.6% | -2.3% | +4.1% |
| 7D | -16.2% | -9.8% | -6.4% | -12.8% |
| 30D | -39.2% | -25.1% | -14.0% | -32.1% |
| 3M | -34.4% | -11.6% | -22.8% | -31.6% |
| 6M | -32.4% | -20.9% | -11.5% | -26.3% |
| YTD | +17.4% | -22.3% | +39.7% | +27.9% |
| 1Y | +24.2% | -32.0% | +56.2% | +41.4% |
| 3Y | +221.6% | +262.4% | -40.8% | +83.0% |
| 5Y | +245.2% | +563.4% | -318.1% | +56.1% |
| 10Y | +2,310.5% | +1,120.7% | +1,189.8% | +806.1% |
| All | +2,281.2% | +968.1% | +1,313.1% | +803.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling