+416.0%
LRCX vs TCOM
+29.4%
+386.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.2% |
| 7D | -3.1% | -4.9% | +1.8% | -1.8% |
| 30D | -8.6% | -14.4% | +5.8% | -4.9% |
| 3M | -17.7% | -17.7% | 0.0% | -14.1% |
| 6M | +36.4% | -25.1% | +61.5% | +46.1% |
| YTD | +74.5% | -45.7% | +120.3% | +104.1% |
| 1Y | +159.4% | -47.9% | +207.3% | +206.8% |
| 3Y | +361.6% | +8.9% | +352.6% | +327.9% |
| All | +416.0% | +29.4% | +386.6% | +309.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling