+3,645.9%
LRCX vs VT
+222.7%
+3,423.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.2% |
| 7D | +1.9% | +0.4% | +1.5% | +1.1% |
| 30D | +0.1% | +1.0% | -0.9% | -1.6% |
| 3M | -8.5% | +2.4% | -10.9% | -10.1% |
| 6M | +38.1% | +12.0% | +26.1% | +16.8% |
| YTD | +80.1% | +15.3% | +64.7% | +45.6% |
| 1Y | +208.1% | +22.6% | +185.5% | +126.1% |
| 3Y | +350.2% | +74.7% | +275.5% | +86.1% |
| 5Y | +430.7% | +66.1% | +364.5% | +152.2% |
| All | +3,645.9% | +222.7% | +3,423.2% | +573.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling