+989.7%
LRCX vs TE
-52.9%
+1,042.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | -8.6% | -5.9% | -2.6% | -7.9% |
| 3M | -17.7% | -45.6% | +27.9% | -10.6% |
| 6M | +36.4% | -43.4% | +79.7% | +43.9% |
| YTD | +74.5% | -31.0% | +105.5% | +77.5% |
| 1Y | +159.4% | +145.2% | +14.2% | +115.7% |
| 3Y | +361.6% | -24.1% | +385.6% | +317.0% |
| 5Y | +425.2% | -48.1% | +473.4% | +383.1% |
| All | +989.7% | -52.9% | +1,042.6% | +927.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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