+208.1%
LRCX vs TW
-15.9%
+224.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +5.6% |
| 7D | +1.9% | -2.3% | +4.2% | +0.5% |
| 30D | +0.1% | +3.9% | -3.9% | +2.3% |
| 3M | -8.5% | +5.7% | -14.2% | -4.8% |
| 6M | +38.1% | -14.5% | +52.6% | +40.3% |
| YTD | +80.1% | -0.9% | +80.9% | +85.3% |
| 1Y | +208.1% | -13.5% | +221.6% | +206.8% |
| All | +208.1% | -15.9% | +224.0% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling