+361.6%
LRCX vs TMO
+19.5%
+342.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -3.1% | -0.6% | -2.4% | -2.8% |
| 30D | -8.6% | +1.1% | -9.7% | -9.2% |
| 3M | -17.7% | +28.3% | -46.0% | -28.0% |
| 6M | +36.4% | +23.3% | +13.1% | +21.0% |
| YTD | +74.5% | +5.5% | +69.1% | +69.4% |
| 1Y | +159.4% | +24.5% | +134.9% | +128.2% |
| 3Y | +361.6% | +19.6% | +342.0% | +289.0% |
| All | +361.6% | +19.5% | +342.1% | +289.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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