+478.4%
LRCX vs TMF
-87.6%
+566.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +10.4% | +1.0% | +9.4% | +10.4% |
| 30D | +2.9% | -1.8% | +4.8% | +3.0% |
| 3M | -1.2% | -8.2% | +7.1% | -0.9% |
| 6M | +60.9% | -19.5% | +80.4% | +61.8% |
| YTD | +87.5% | -16.0% | +103.5% | +88.5% |
| 1Y | +206.6% | -22.5% | +229.1% | +208.4% |
| 3Y | +392.1% | -42.3% | +434.4% | +390.4% |
| 5Y | +478.4% | -87.7% | +566.1% | +424.2% |
| All | +478.4% | -87.6% | +566.1% | +424.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling