+355.3%
LRCX vs TPG
+74.1%
+281.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.8% |
| 7D | -3.1% | -9.4% | +6.4% | +2.0% |
| 30D | -8.6% | -5.3% | -3.3% | -6.4% |
| 3M | -17.7% | +12.9% | -30.6% | -23.6% |
| 6M | +36.4% | +20.1% | +16.3% | +21.7% |
| YTD | +74.5% | -22.5% | +97.0% | +95.4% |
| 1Y | +159.4% | -19.7% | +179.1% | +183.1% |
| 3Y | +361.6% | +81.2% | +280.4% | +208.5% |
| All | +355.3% | +74.1% | +281.2% | +176.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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