+3,764.6%
LRCX vs T
+69.0%
+3,695.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -1.0% |
| 7D | +9.5% | -3.1% | +12.6% | +10.3% |
| 30D | +3.1% | +4.6% | -1.5% | +1.9% |
| 3M | -3.4% | +12.2% | -15.6% | -6.8% |
| 6M | +49.7% | -6.5% | +56.1% | +51.3% |
| YTD | +84.9% | +4.9% | +80.0% | +79.4% |
| 1Y | +200.8% | -10.5% | +211.3% | +206.3% |
| 3Y | +385.1% | +104.6% | +280.5% | +235.9% |
| 5Y | +460.5% | +64.2% | +396.3% | +318.4% |
| All | +3,764.6% | +69.0% | +3,695.6% | +2,795.6% |
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