+221.6%
LRCX vs TOST
+96.7%
+124.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.4% | +9.6% | +8.5% |
| 7D | -16.2% | +9.4% | -25.6% | -17.5% |
| 30D | -39.2% | +13.5% | -52.7% | -40.7% |
| 3M | -34.4% | -0.1% | -34.2% | -34.7% |
| 6M | -32.4% | +22.5% | -54.9% | -36.3% |
| YTD | +17.4% | -2.4% | +19.8% | +16.3% |
| 1Y | +24.2% | -4.7% | +28.9% | +23.8% |
| 3Y | +221.6% | +103.2% | +118.3% | +166.6% |
| All | +221.6% | +96.7% | +124.9% | +166.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling