+361.6%
LRCX vs VTR
+132.9%
+228.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -3.1% | -0.3% | -2.8% | -3.1% |
| 30D | -8.6% | +1.1% | -9.7% | -8.5% |
| 3M | -17.7% | +7.9% | -25.6% | -18.9% |
| 6M | +36.4% | +6.2% | +30.2% | +34.9% |
| YTD | +74.5% | +17.7% | +56.8% | +69.5% |
| 1Y | +159.4% | +32.9% | +126.6% | +145.5% |
| 3Y | +361.6% | +129.7% | +231.9% | +267.7% |
| All | +361.6% | +132.9% | +228.7% | +267.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 3y: compounded portfolio wealth divided by compounded VTR 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…
3y analysis · Full analysis span regression · 6 months rolling