+3,549.0%
LRCX vs VYM
+209.2%
+3,339.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -1.0% |
| 7D | -3.1% | -0.8% | -2.3% | -1.8% |
| 30D | -8.6% | -2.2% | -6.3% | -5.2% |
| 3M | -17.7% | +3.1% | -20.7% | -21.6% |
| 6M | +36.4% | +9.7% | +26.6% | +19.0% |
| YTD | +74.5% | +14.9% | +59.7% | +42.5% |
| 1Y | +159.4% | +17.6% | +141.9% | +105.4% |
| 3Y | +361.6% | +65.3% | +296.3% | +122.3% |
| 5Y | +425.2% | +78.7% | +346.5% | +132.8% |
| All | +3,549.0% | +209.2% | +3,339.9% | +683.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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