+388.9%
LRCX vs PTC
-10.6%
+399.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.8% | -0.8% |
| 7D | +9.5% | -13.6% | +23.1% | +12.6% |
| 30D | +3.1% | -14.7% | +17.7% | +6.2% |
| 3M | -3.4% | -5.9% | +2.5% | -2.7% |
| 6M | +49.7% | -21.1% | +70.8% | +63.1% |
| YTD | +84.9% | -26.0% | +110.9% | +107.5% |
| 1Y | +200.8% | -36.8% | +237.7% | +272.4% |
| All | +388.9% | -10.6% | +399.4% | +333.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling