+3,546.5%
LRCX vs PTC
+200.2%
+3,346.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | +1.8% | -14.2% | +16.1% | +10.1% |
| 30D | -4.3% | -14.4% | +10.1% | +3.2% |
| 3M | -7.3% | -4.7% | -2.6% | -9.2% |
| 6M | +38.6% | -19.3% | +57.9% | +48.1% |
| YTD | +74.4% | -26.1% | +100.5% | +94.8% |
| 1Y | +179.1% | -37.1% | +216.2% | +244.9% |
| 3Y | +357.7% | -10.4% | +368.1% | +335.5% |
| 5Y | +424.9% | +2.5% | +422.4% | +354.0% |
| All | +3,546.5% | +200.2% | +3,346.3% | +1,473.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PTC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling