+2,666.7%
LRCX vs TTD
+445.4%
+2,221.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.7% | -3.7% |
| 7D | +12.7% | +21.3% | -8.6% | +7.8% |
| 30D | -21.3% | +28.7% | -50.0% | -25.9% |
| 3M | -32.9% | +7.7% | -40.6% | -34.6% |
| 6M | -23.4% | -23.5% | +0.1% | -21.2% |
| YTD | +32.4% | -58.7% | +91.1% | +55.5% |
| 1Y | +48.0% | -63.4% | +111.5% | +79.3% |
| 3Y | +243.9% | -75.3% | +319.2% | +319.6% |
| 5Y | +280.6% | -84.4% | +365.0% | +376.2% |
| 10Y | +2,547.5% | +516.1% | +2,031.4% | +1,615.3% |
| All | +2,666.7% | +445.4% | +2,221.3% | +1,709.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling