+279.6%
LRCX vs TLN
+710.8%
-431.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.6% | -2.1% |
| 7D | +12.7% | +11.0% | +1.7% | +7.9% |
| 30D | -21.3% | +4.9% | -26.2% | -22.5% |
| 3M | -32.9% | +4.9% | -37.8% | -34.6% |
| 6M | -23.4% | +7.1% | -30.5% | -25.6% |
| YTD | +32.4% | +0.3% | +32.1% | +29.6% |
| 1Y | +48.0% | +5.9% | +42.1% | +42.0% |
| 3Y | +243.9% | +578.5% | -334.5% | +70.9% |
| All | +279.6% | +710.8% | -431.2% | +84.9% |
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