+42.8%
LRCX vs TFC
+20.8%
+22.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.0% | -7.0% | -4.9% |
| 7D | -12.8% | +5.1% | -17.8% | -14.1% |
| 30D | -36.0% | +9.8% | -45.8% | -38.1% |
| 3M | -30.2% | -2.4% | -27.8% | -29.0% |
| 6M | -14.2% | +4.9% | -19.1% | -17.3% |
| YTD | +29.7% | +6.6% | +23.2% | +17.3% |
| 1Y | +42.8% | +21.3% | +21.5% | +14.1% |
| All | +42.8% | +20.8% | +22.0% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling