+392.1%
LRCX vs TER
+278.1%
+113.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | -0.1% | +1.4% |
| 7D | +10.4% | +11.0% | -0.5% | +3.3% |
| 30D | +2.9% | -1.9% | +4.8% | +3.9% |
| 3M | -1.2% | -0.7% | -0.5% | -0.6% |
| 6M | +60.9% | +36.4% | +24.5% | +30.3% |
| YTD | +87.5% | +92.4% | -4.9% | +22.0% |
| 1Y | +206.6% | +213.5% | -6.9% | +45.6% |
| 3Y | +392.1% | +277.2% | +114.9% | +93.2% |
| All | +392.1% | +278.1% | +113.9% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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