+48.9%
LRCX vs TOST
-10.2%
+59.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +5.8% |
| 7D | +6.5% | -3.6% | +10.1% | +5.8% |
| 30D | -23.8% | +8.9% | -32.7% | -22.5% |
| 3M | -24.2% | -2.2% | -21.9% | -23.8% |
| 6M | -20.2% | +41.0% | -61.2% | -17.1% |
| YTD | +38.2% | -4.0% | +42.2% | +42.6% |
| 1Y | +48.9% | -9.6% | +58.5% | +57.2% |
| All | +48.9% | -10.2% | +59.1% | +57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling