+400.2%
LRCX vs TLN
+571.8%
-171.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.1% | -4.6% |
| 7D | +1.8% | +2.0% | -0.1% | +1.1% |
| 30D | -4.3% | -12.9% | +8.6% | +1.2% |
| 3M | -7.3% | -7.4% | +0.1% | -4.0% |
| 6M | +38.6% | -6.0% | +44.6% | +42.0% |
| YTD | +74.4% | -16.9% | +91.3% | +85.4% |
| 1Y | +179.1% | -22.6% | +201.7% | +203.9% |
| 3Y | +357.7% | +469.0% | -111.3% | +146.4% |
| All | +400.2% | +571.8% | -171.6% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling