-20.2%
LRCX vs TOST
+34.8%
-55.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +5.6% |
| 7D | +6.5% | -3.6% | +10.1% | +5.2% |
| 30D | -23.8% | +8.9% | -32.7% | -21.2% |
| 3M | -24.2% | -2.2% | -21.9% | -23.7% |
| 6M | -20.2% | +41.0% | -61.2% | -11.7% |
| All | -20.2% | +34.8% | -55.0% | -11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling