+3,549.0%
LRCX vs VZ
+67.5%
+3,481.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -3.1% | +0.9% | -4.0% | -3.1% |
| 30D | -8.6% | +7.7% | -16.3% | -9.1% |
| 3M | -17.7% | +9.7% | -27.3% | -18.4% |
| 6M | +36.4% | +3.1% | +33.3% | +36.2% |
| YTD | +74.5% | +30.5% | +44.0% | +66.6% |
| 1Y | +159.4% | +22.5% | +137.0% | +150.5% |
| 3Y | +361.6% | +82.4% | +279.2% | +282.0% |
| 5Y | +425.2% | +28.0% | +397.2% | +395.1% |
| All | +3,549.0% | +67.5% | +3,481.5% | +3,206.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VZ.
Daily Out/Under-Performance
Portfolio return minus VZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VZ 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 VZ 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