+1,604.6%
LRCX vs TW
+206.7%
+1,397.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -3.1% | -4.5% | +1.4% | -1.6% |
| 30D | -8.6% | -2.3% | -6.3% | -7.9% |
| 3M | -17.7% | +2.6% | -20.3% | -20.3% |
| 6M | +36.4% | -17.5% | +53.9% | +43.6% |
| YTD | +74.5% | -5.3% | +79.9% | +71.4% |
| 1Y | +159.4% | -14.8% | +174.2% | +165.9% |
| 3Y | +361.6% | +18.8% | +342.7% | +284.5% |
| 5Y | +425.2% | +20.7% | +404.5% | +321.1% |
| All | +1,604.6% | +206.7% | +1,397.9% | +864.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling