+208.1%
LRCX vs TCOM
-42.5%
+250.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.2% |
| 7D | +1.9% | -9.5% | +11.4% | +3.4% |
| 30D | +0.1% | -10.7% | +10.8% | +1.7% |
| 3M | -8.5% | -14.6% | +6.1% | -5.0% |
| 6M | +38.1% | -19.3% | +57.4% | +46.5% |
| YTD | +80.1% | -42.9% | +123.0% | +116.5% |
| 1Y | +208.1% | -43.8% | +251.8% | +275.1% |
| All | +208.1% | -42.5% | +250.6% | +275.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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