+388.9%
LRCX vs TPR
+279.7%
+109.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.1% |
| 7D | +9.5% | -7.3% | +16.9% | +12.9% |
| 30D | +3.1% | -30.7% | +33.8% | +18.9% |
| 3M | -3.4% | -21.6% | +18.2% | +4.5% |
| 6M | +49.7% | -21.3% | +71.0% | +61.2% |
| YTD | +84.9% | -10.2% | +95.0% | +87.7% |
| 1Y | +200.8% | +9.5% | +191.3% | +179.1% |
| All | +388.9% | +279.7% | +109.1% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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