-23.4%
LRCX vs LTH
+38.9%
-62.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.5% | -3.1% |
| 7D | +12.7% | -1.3% | +14.0% | +12.6% |
| 30D | -21.3% | +15.7% | -36.9% | -20.4% |
| 3M | -32.9% | +5.0% | -37.9% | -31.8% |
| 6M | -23.4% | +37.7% | -61.1% | -35.5% |
| All | -23.4% | +38.9% | -62.3% | -35.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling