+277.1%
LRCX vs TLT
-35.2%
+312.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -3.3% |
| 7D | +12.7% | -3.1% | +15.8% | +12.9% |
| 30D | -21.3% | +1.0% | -22.3% | -21.4% |
| 3M | -32.9% | -2.7% | -30.2% | -32.7% |
| 6M | -23.4% | -4.1% | -19.2% | -23.1% |
| YTD | +32.4% | -5.4% | +37.7% | +33.1% |
| 1Y | +48.0% | -7.0% | +55.0% | +48.9% |
| 3Y | +243.9% | +2.8% | +241.1% | +242.3% |
| All | +277.1% | -35.2% | +312.3% | +224.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling