+232.6%
LRCX vs TT
+94.9%
+137.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -3.6% | +0.8% | -4.4% | -3.5% |
| 30D | -30.3% | -11.8% | -18.5% | -20.4% |
| 3M | -27.3% | -11.6% | -15.8% | -17.3% |
| 6M | -24.2% | -9.3% | -14.9% | -14.6% |
| YTD | +30.3% | +8.9% | +21.4% | +25.4% |
| 1Y | +34.3% | -2.2% | +36.5% | +42.1% |
| 3Y | +232.6% | +91.9% | +140.8% | +105.6% |
| All | +232.6% | +94.9% | +137.7% | +105.6% |
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