+430.2%
LRCX vs TLN
+589.3%
-159.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -0.6% |
| 7D | +9.5% | +5.8% | +3.7% | +7.0% |
| 30D | +3.1% | -6.9% | +9.9% | +5.9% |
| 3M | -3.4% | -10.9% | +7.5% | +1.4% |
| 6M | +49.7% | -4.6% | +54.3% | +52.3% |
| YTD | +84.9% | -14.7% | +99.6% | +94.3% |
| 1Y | +200.8% | -17.9% | +218.7% | +220.2% |
| 3Y | +385.1% | +483.9% | -98.8% | +158.2% |
| All | +430.2% | +589.3% | -159.2% | +177.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling