+310.1%
LRCX vs TOST
-48.6%
+358.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | +26.2% | -4.7% | +30.9% | +27.6% |
| 30D | -22.4% | +8.5% | -30.9% | -24.2% |
| 3M | -28.2% | -1.6% | -26.7% | -28.6% |
| 6M | -19.0% | +44.1% | -63.1% | -27.7% |
| YTD | +37.0% | -5.6% | +42.6% | +34.2% |
| 1Y | +45.5% | -12.6% | +58.1% | +45.6% |
| 3Y | +249.7% | +137.6% | +112.1% | +157.6% |
| 5Y | +293.9% | -30.4% | +324.2% | +216.2% |
| All | +310.1% | -48.6% | +358.8% | +238.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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