+422.1%
LRCX vs VSXY
+37.7%
+384.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.7% |
| 7D | +9.5% | -10.7% | +20.3% | +11.9% |
| 30D | +3.1% | -24.3% | +27.3% | +8.6% |
| 3M | -3.4% | +1.0% | -4.4% | -4.7% |
| 6M | +49.7% | +57.4% | -7.7% | +31.2% |
| YTD | +84.9% | +39.8% | +45.1% | +65.2% |
| 1Y | +200.8% | +196.5% | +4.4% | +127.3% |
| 3Y | +385.1% | +357.2% | +27.8% | +201.8% |
| 5Y | +460.5% | +18.9% | +441.6% | +347.3% |
| All | +422.1% | +37.7% | +384.4% | +317.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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