+392.1%
LRCX vs TT
+121.9%
+270.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.5% |
| 7D | +10.4% | +1.6% | +8.8% | +8.9% |
| 30D | +2.9% | -7.3% | +10.2% | +10.1% |
| 3M | -1.2% | -2.6% | +1.4% | +2.2% |
| 6M | +60.9% | +5.9% | +55.0% | +56.8% |
| YTD | +87.5% | +15.4% | +72.1% | +70.7% |
| 1Y | +206.6% | +8.2% | +198.4% | +193.7% |
| 3Y | +392.1% | +122.7% | +269.4% | +212.8% |
| All | +392.1% | +121.9% | +270.2% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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