+416.0%
LRCX vs TKO
+291.2%
+124.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -3.1% | +2.3% | -5.4% | -3.6% |
| 30D | -8.6% | -2.5% | -6.1% | -8.2% |
| 3M | -17.7% | -10.6% | -7.1% | -15.8% |
| 6M | +36.4% | -5.1% | +41.4% | +36.6% |
| YTD | +74.5% | -8.2% | +82.8% | +75.9% |
| 1Y | +159.4% | -4.4% | +163.9% | +157.4% |
| 3Y | +361.6% | +100.4% | +261.2% | +266.2% |
| All | +416.0% | +291.2% | +124.8% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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