+395.9%
LRCX vs LTH
+159.8%
+236.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +4.7% |
| 7D | +10.4% | +1.5% | +8.9% | +9.9% |
| 30D | +2.9% | -3.1% | +6.0% | +3.8% |
| 3M | -1.2% | +28.1% | -29.3% | -9.4% |
| 6M | +60.9% | +67.4% | -6.5% | +35.7% |
| YTD | +87.5% | +59.8% | +27.8% | +60.0% |
| 1Y | +206.6% | +45.6% | +161.1% | +168.0% |
| All | +395.9% | +159.8% | +236.2% | +290.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling