+361.6%
LRCX vs TEL
+71.6%
+290.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -3.4% |
| 7D | -3.1% | +1.6% | -4.7% | -4.7% |
| 30D | -8.6% | -0.7% | -7.9% | -8.4% |
| 3M | -17.7% | +2.4% | -20.1% | -20.2% |
| 6M | +36.4% | +4.1% | +32.2% | +27.9% |
| YTD | +74.5% | -5.8% | +80.4% | +80.0% |
| 1Y | +159.4% | +0.9% | +158.6% | +149.8% |
| 3Y | +361.6% | +72.6% | +289.0% | +153.3% |
| All | +361.6% | +71.6% | +290.0% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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