+416.0%
LRCX vs TPR
+229.3%
+186.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -1.0% |
| 7D | -3.1% | -3.0% | -0.1% | -1.9% |
| 30D | -8.6% | -22.6% | +14.1% | +1.7% |
| 3M | -17.7% | -18.2% | +0.5% | -11.9% |
| 6M | +36.4% | -18.0% | +54.3% | +45.7% |
| YTD | +74.5% | -6.4% | +80.9% | +74.4% |
| 1Y | +159.4% | +12.3% | +147.1% | +135.6% |
| 3Y | +361.6% | +298.7% | +62.9% | +106.0% |
| All | +416.0% | +229.3% | +186.8% | +140.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling