+416.0%
LRCX vs TRU
-35.6%
+451.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | -3.1% | -2.7% | -0.3% | -2.0% |
| 30D | -8.6% | -2.0% | -6.5% | -8.4% |
| 3M | -17.7% | +18.4% | -36.1% | -26.2% |
| 6M | +36.4% | +8.9% | +27.5% | +25.5% |
| YTD | +74.5% | -8.9% | +83.5% | +72.8% |
| 1Y | +159.4% | -15.9% | +175.3% | +165.0% |
| 3Y | +361.6% | -1.1% | +362.7% | +316.1% |
| All | +416.0% | -35.6% | +451.6% | +503.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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