+392.1%
LRCX vs TMF
-42.4%
+434.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +10.4% | +1.0% | +9.4% | +10.3% |
| 30D | +2.9% | -1.8% | +4.8% | +3.1% |
| 3M | -1.2% | -8.2% | +7.1% | -0.4% |
| 6M | +60.9% | -19.5% | +80.4% | +63.0% |
| YTD | +87.5% | -16.0% | +103.5% | +89.7% |
| 1Y | +206.6% | -22.5% | +229.1% | +210.7% |
| 3Y | +392.1% | -42.3% | +434.4% | +391.6% |
| All | +392.1% | -42.4% | +434.5% | +391.6% |
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