+3,549.0%
LRCX vs VTRS
-48.4%
+3,597.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -3.1% | -2.2% | -0.9% | -2.4% |
| 30D | -8.6% | +3.3% | -11.9% | -9.5% |
| 3M | -17.7% | +2.0% | -19.7% | -18.9% |
| 6M | +36.4% | +19.9% | +16.4% | +27.2% |
| YTD | +74.5% | +35.7% | +38.8% | +56.0% |
| 1Y | +159.4% | +68.1% | +91.4% | +115.6% |
| 3Y | +361.6% | +87.1% | +274.5% | +259.9% |
| 5Y | +425.2% | +47.6% | +377.6% | +328.8% |
| All | +3,549.0% | -48.4% | +3,597.4% | +3,588.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling