+460.5%
LRCX vs TTD
-80.8%
+541.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | +9.5% | -4.6% | +14.1% | +10.6% |
| 30D | +3.1% | +3.7% | -0.6% | +1.9% |
| 3M | -3.4% | -30.2% | +26.8% | +2.6% |
| 6M | +49.7% | -51.4% | +101.1% | +71.3% |
| YTD | +84.9% | -63.4% | +148.3% | +125.5% |
| 1Y | +200.8% | -73.5% | +274.3% | +298.0% |
| 3Y | +385.1% | -83.5% | +468.5% | +548.4% |
| 5Y | +460.5% | -80.9% | +541.4% | +550.1% |
| All | +460.5% | -80.8% | +541.3% | +550.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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