+210.7%
LRCX vs TEM
+53.2%
+157.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.3% | -0.7% |
| 7D | +9.5% | -1.1% | +10.6% | +9.7% |
| 30D | +3.1% | +11.3% | -8.2% | +0.5% |
| 3M | -3.4% | +25.5% | -28.9% | -8.0% |
| 6M | +49.7% | +17.1% | +32.6% | +43.1% |
| YTD | +84.9% | +3.8% | +81.1% | +79.4% |
| 1Y | +200.8% | -24.4% | +225.2% | +204.8% |
| All | +210.7% | +53.2% | +157.5% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 all: compounded portfolio wealth divided by compounded TEM 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…
all analysis · Full analysis span regression · 6 months rolling