+277.1%
LRCX vs TMF
-88.6%
+365.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.3% |
| 7D | +12.7% | -9.3% | +22.0% | +12.9% |
| 30D | -21.3% | +1.9% | -23.2% | -21.4% |
| 3M | -32.9% | -11.2% | -21.7% | -32.7% |
| 6M | -23.4% | -17.7% | -5.7% | -22.9% |
| YTD | +32.4% | -24.5% | +56.8% | +33.3% |
| 1Y | +48.0% | -29.4% | +77.5% | +49.2% |
| 3Y | +243.9% | -33.4% | +277.4% | +244.1% |
| All | +277.1% | -88.6% | +365.7% | +222.8% |
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 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