+290,000.8%
LRCX vs TFC
+2,596.5%
+287,404.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | +1.9% | +2.4% | -0.5% | +0.8% |
| 30D | +0.1% | -1.3% | +1.4% | +0.6% |
| 3M | -8.5% | +6.1% | -14.5% | -11.3% |
| 6M | +38.1% | +7.3% | +30.7% | +33.4% |
| YTD | +80.1% | +8.2% | +71.9% | +73.2% |
| 1Y | +208.1% | +14.4% | +193.6% | +188.8% |
| 3Y | +350.2% | +93.7% | +256.5% | +234.6% |
| 5Y | +430.7% | +16.4% | +414.3% | +376.0% |
| 10Y | +3,633.2% | +101.6% | +3,531.7% | +2,452.2% |
| All | +290,000.8% | +2,596.5% | +287,404.4% | +122,096.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling