+416.4%
LRCX vs TLN
+583.6%
-167.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.8% | +1.4% | +3.5% |
| 7D | +1.9% | +7.1% | -5.2% | -0.9% |
| 30D | +0.1% | -3.9% | +4.0% | +1.4% |
| 3M | -8.5% | -16.2% | +7.7% | -1.6% |
| 6M | +38.1% | -5.8% | +43.9% | +41.3% |
| YTD | +80.1% | -15.4% | +95.5% | +89.9% |
| 1Y | +208.1% | -16.7% | +224.7% | +226.3% |
| 3Y | +350.2% | +473.8% | -123.5% | +141.1% |
| All | +416.4% | +583.6% | -167.2% | +171.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling