+3,546.5%
LRCX vs TLT
-20.6%
+3,567.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.5% | -5.9% |
| 7D | +1.8% | -1.6% | +3.4% | +1.5% |
| 30D | -4.3% | -1.3% | -3.0% | -4.6% |
| 3M | -7.3% | -3.7% | -3.6% | -8.1% |
| 6M | +38.6% | -6.4% | +44.9% | +36.2% |
| YTD | +74.4% | -4.5% | +78.9% | +72.4% |
| 1Y | +179.1% | -5.9% | +185.0% | +174.9% |
| 3Y | +357.7% | -2.8% | +360.5% | +353.4% |
| 5Y | +424.9% | -35.1% | +459.9% | +320.4% |
| All | +3,546.5% | -20.6% | +3,567.1% | +3,366.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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