+3,866.3%
LRCX vs TMF
-86.2%
+3,952.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -1.6% |
| 7D | +9.5% | -0.9% | +10.4% | +9.5% |
| 30D | +3.1% | -1.0% | +4.1% | +3.1% |
| 3M | -3.4% | -11.3% | +7.9% | -4.2% |
| 6M | +49.7% | -22.7% | +72.4% | +46.5% |
| YTD | +84.9% | -17.3% | +102.2% | +82.1% |
| 1Y | +200.8% | -22.5% | +223.3% | +194.9% |
| 3Y | +385.1% | -43.2% | +428.3% | +365.6% |
| 5Y | +460.5% | -88.3% | +548.8% | +323.5% |
| 10Y | +3,866.3% | -86.0% | +3,952.3% | +3,429.0% |
| All | +3,866.3% | -86.2% | +3,952.5% | +3,429.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling