+361.6%
LRCX vs TNA
+101.9%
+259.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -3.1% | -7.3% | +4.2% | +0.3% |
| 30D | -8.6% | -14.2% | +5.6% | -2.0% |
| 3M | -17.7% | -4.6% | -13.1% | -15.2% |
| 6M | +36.4% | +36.9% | -0.6% | +21.2% |
| YTD | +74.5% | +42.5% | +32.0% | +52.8% |
| 1Y | +159.4% | +45.8% | +113.7% | +124.0% |
| 3Y | +361.6% | +104.7% | +256.9% | +227.7% |
| All | +361.6% | +101.9% | +259.7% | +227.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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