+1,705.3%
LRCX vs TW
+211.2%
+1,494.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | +9.5% | -0.5% | +10.1% | +9.7% |
| 30D | +3.1% | -0.6% | +3.7% | +3.2% |
| 3M | -3.4% | +3.4% | -6.8% | -6.8% |
| 6M | +49.7% | -18.4% | +68.1% | +58.6% |
| YTD | +84.9% | -3.9% | +88.8% | +80.6% |
| 1Y | +200.8% | -13.3% | +214.2% | +206.4% |
| 3Y | +385.1% | +20.8% | +364.2% | +301.6% |
| 5Y | +460.5% | +20.3% | +440.2% | +350.8% |
| All | +1,705.3% | +211.2% | +1,494.1% | +916.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling