+2,520.1%
LRCX vs T
+60.4%
+2,459.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +12.7% | +2.5% | +10.2% | +12.2% |
| 30D | -21.3% | -3.8% | -17.5% | -20.9% |
| 3M | -32.9% | -8.7% | -24.1% | -32.1% |
| 6M | -23.4% | -8.1% | -15.3% | -23.0% |
| YTD | +32.4% | -6.4% | +38.8% | +30.7% |
| 1Y | +48.0% | -9.8% | +57.8% | +47.7% |
| 3Y | +243.9% | +65.5% | +178.5% | +155.8% |
| 5Y | +280.6% | +57.0% | +223.7% | +176.6% |
| All | +2,520.1% | +60.4% | +2,459.7% | +1,771.2% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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