+42.8%
LRCX vs VTRS
+90.6%
-47.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -4.1% |
| 7D | -12.8% | +2.4% | -15.2% | -12.8% |
| 30D | -36.0% | +9.1% | -45.0% | -36.2% |
| 3M | -30.2% | +9.4% | -39.6% | -30.5% |
| 6M | -14.2% | +28.3% | -42.5% | -16.7% |
| YTD | +29.7% | +58.0% | -28.3% | +25.0% |
| 1Y | +42.8% | +89.7% | -46.9% | +34.5% |
| All | +42.8% | +90.6% | -47.8% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 1y: compounded portfolio wealth divided by compounded VTRS 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…
1y analysis · Full analysis span regression · 6 months rolling