+42.8%
LRCX vs FTV
+37.8%
+5.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.3% | -6.3% | -4.1% |
| 7D | -12.8% | +6.6% | -19.4% | -13.0% |
| 30D | -36.0% | +19.1% | -55.1% | -36.3% |
| 3M | -30.2% | +13.1% | -43.3% | -30.6% |
| 6M | -14.2% | +14.0% | -28.2% | -14.3% |
| YTD | +29.7% | +24.2% | +5.5% | +31.2% |
| 1Y | +42.8% | +36.4% | +6.4% | +44.1% |
| All | +42.8% | +37.8% | +5.0% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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