+4,201.7%
LRCX vs FTV
+90.8%
+4,110.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.9% |
| 7D | +1.9% | -4.5% | +6.4% | +5.7% |
| 30D | +0.1% | -7.1% | +7.1% | +6.0% |
| 3M | -8.5% | -7.2% | -1.3% | -4.1% |
| 6M | +38.1% | -1.5% | +39.6% | +37.6% |
| YTD | +80.1% | +3.5% | +76.6% | +67.1% |
| 1Y | +208.1% | +20.3% | +187.7% | +150.5% |
| 3Y | +350.2% | -3.1% | +353.3% | +340.2% |
| 5Y | +430.7% | +2.3% | +428.3% | +394.6% |
| 10Y | +3,633.2% | +76.3% | +3,556.9% | +2,347.8% |
| All | +4,201.7% | +90.8% | +4,110.9% | +2,655.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling