+10,254.4%
LRCX vs TMF
-70.3%
+10,324.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.1% |
| 7D | +6.5% | -3.4% | +9.9% | +6.0% |
| 30D | -23.8% | +11.5% | -35.3% | -22.3% |
| 3M | -24.2% | -4.5% | -19.7% | -24.3% |
| 6M | -20.2% | -15.0% | -5.2% | -21.9% |
| YTD | +38.2% | -19.9% | +58.1% | +34.1% |
| 1Y | +48.9% | -26.6% | +75.4% | +42.3% |
| 3Y | +252.8% | -29.8% | +282.6% | +243.2% |
| 5Y | +304.3% | -88.2% | +392.5% | +183.6% |
| 10Y | +2,664.2% | -81.4% | +2,745.6% | +2,315.0% |
| All | +10,254.4% | -70.3% | +10,324.7% | +13,399.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling