+159.4%
LRCX vs TW
-14.2%
+173.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | -0.5% |
| 7D | -3.1% | -4.5% | +1.4% | -5.5% |
| 30D | -8.6% | -2.3% | -6.3% | -9.7% |
| 3M | -17.7% | +2.6% | -20.3% | -16.1% |
| 6M | +36.4% | -17.5% | +53.9% | +35.2% |
| YTD | +74.5% | -5.3% | +79.9% | +75.0% |
| 1Y | +159.4% | -14.8% | +174.2% | +146.8% |
| All | +159.4% | -14.2% | +173.7% | +146.8% |
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