+3,546.5%
LRCX vs TFC
+98.5%
+3,448.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.8% |
| 7D | +1.8% | -2.5% | +4.3% | +3.1% |
| 30D | -4.3% | -2.8% | -1.5% | -3.0% |
| 3M | -7.3% | +2.1% | -9.5% | -9.1% |
| 6M | +38.6% | +10.1% | +28.4% | +30.7% |
| YTD | +74.4% | +5.4% | +69.0% | +68.1% |
| 1Y | +179.1% | +16.3% | +162.8% | +155.0% |
| 3Y | +357.7% | +95.9% | +261.8% | +214.3% |
| 5Y | +424.9% | +16.0% | +408.9% | +361.9% |
| All | +3,546.5% | +98.5% | +3,448.0% | +2,234.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling