+3,663.6%
LRCX vs TTD
+401.9%
+3,261.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.4% | +9.5% | +6.1% |
| 7D | +1.9% | +6.3% | -4.4% | +0.3% |
| 30D | +0.1% | -23.9% | +24.0% | +5.4% |
| 3M | -8.5% | -31.4% | +22.9% | -2.1% |
| 6M | +38.1% | -42.7% | +80.7% | +50.7% |
| YTD | +80.1% | -62.0% | +142.1% | +117.0% |
| 1Y | +208.1% | -72.2% | +280.3% | +299.8% |
| 3Y | +350.2% | -81.9% | +432.2% | +492.3% |
| 5Y | +430.7% | -81.5% | +512.2% | +531.0% |
| All | +3,663.6% | +401.9% | +3,261.7% | +2,424.5% |
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