+392.1%
LRCX vs WST
-15.5%
+407.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.3% |
| 7D | +10.4% | -0.3% | +10.7% | +10.4% |
| 30D | +2.9% | -4.6% | +7.5% | +3.7% |
| 3M | -1.2% | +5.7% | -6.9% | -2.3% |
| 6M | +60.9% | +37.6% | +23.3% | +51.4% |
| YTD | +87.5% | +23.0% | +64.5% | +79.6% |
| 1Y | +206.6% | +33.8% | +172.8% | +189.0% |
| 3Y | +392.1% | -13.4% | +405.4% | +377.2% |
| All | +392.1% | -15.5% | +407.6% | +377.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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