+388.9%
LRCX vs TAP
-33.0%
+421.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.6% |
| 7D | +9.5% | -5.1% | +14.6% | +8.6% |
| 30D | +3.1% | -8.4% | +11.5% | +1.8% |
| 3M | -3.4% | -3.9% | +0.5% | -3.7% |
| 6M | +49.7% | -14.4% | +64.1% | +49.0% |
| YTD | +84.9% | -14.7% | +99.6% | +83.7% |
| 1Y | +200.8% | -18.7% | +219.5% | +200.1% |
| All | +388.9% | -33.0% | +421.9% | +397.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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