+208.1%
LRCX vs TMF
-15.2%
+223.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.8% | +5.0% |
| 7D | +1.9% | -1.4% | +3.3% | +2.4% |
| 30D | +0.1% | -2.8% | +2.9% | +1.2% |
| 3M | -8.5% | -10.9% | +2.4% | -4.8% |
| 6M | +38.1% | -21.3% | +59.4% | +43.5% |
| YTD | +80.1% | -15.9% | +95.9% | +87.7% |
| 1Y | +208.1% | -15.7% | +223.8% | +213.8% |
| All | +208.1% | -15.2% | +223.3% | +213.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling