+327.6%
LRCX vs LTH
+180.7%
+146.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.5% | -4.0% |
| 7D | +12.7% | -1.3% | +14.0% | +13.1% |
| 30D | -21.3% | +15.7% | -36.9% | -25.2% |
| 3M | -32.9% | +5.0% | -37.9% | -34.4% |
| 6M | -23.4% | +37.7% | -61.1% | -32.1% |
| YTD | +32.4% | +75.0% | -42.6% | +8.0% |
| 1Y | +48.0% | +82.6% | -34.6% | +19.0% |
| 3Y | +243.9% | +241.3% | +2.6% | +120.4% |
| 5Y | +280.6% | +135.4% | +145.2% | +130.0% |
| All | +327.6% | +180.7% | +146.8% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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