+232.6%
LRCX vs TMF
-30.8%
+263.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.6% |
| 7D | -3.6% | -1.1% | -2.6% | -3.6% |
| 30D | -30.3% | +11.8% | -42.1% | -30.7% |
| 3M | -27.3% | -4.0% | -23.3% | -27.1% |
| 6M | -24.2% | -16.5% | -7.7% | -23.5% |
| YTD | +30.3% | -19.9% | +50.2% | +31.7% |
| 1Y | +34.3% | -25.6% | +59.9% | +35.6% |
| 3Y | +232.6% | -29.9% | +262.5% | +227.6% |
| All | +232.6% | -30.8% | +263.4% | +227.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling