+388.9%
LRCX vs TFC
+91.9%
+297.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | +9.5% | -1.3% | +10.8% | +10.2% |
| 30D | +3.1% | -2.3% | +5.4% | +4.3% |
| 3M | -3.4% | +2.5% | -5.9% | -5.6% |
| 6M | +49.7% | +9.5% | +40.2% | +40.7% |
| YTD | +84.9% | +5.1% | +79.8% | +77.4% |
| 1Y | +200.8% | +15.5% | +185.4% | +173.3% |
| All | +388.9% | +91.9% | +297.0% | +257.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling