+361.6%
LRCX vs TGT
+39.9%
+321.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.1% | -5.2% | +2.2% | -2.0% |
| 30D | -8.6% | +1.2% | -9.7% | -8.9% |
| 3M | -17.7% | +18.4% | -36.1% | -21.5% |
| 6M | +36.4% | +33.4% | +2.9% | +25.7% |
| YTD | +74.5% | +63.8% | +10.7% | +51.2% |
| 1Y | +159.4% | +77.2% | +82.3% | +119.1% |
| 3Y | +361.6% | +41.8% | +319.8% | +289.4% |
| All | +361.6% | +39.9% | +321.7% | +289.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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