+288.3%
LRCX vs TOST
-46.7%
+335.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.3% | +10.1% | +10.3% |
| 7D | -2.7% | +4.0% | -6.8% | -3.7% |
| 30D | -30.6% | +11.1% | -41.6% | -32.6% |
| 3M | -28.8% | +0.8% | -29.7% | -29.6% |
| 6M | -24.6% | +38.8% | -63.4% | -32.0% |
| YTD | +29.7% | -2.1% | +31.8% | +26.0% |
| 1Y | +39.5% | -6.0% | +45.6% | +37.1% |
| 3Y | +248.9% | +149.8% | +99.1% | +154.0% |
| 5Y | +274.3% | -42.8% | +317.1% | +204.4% |
| All | +288.3% | -46.7% | +335.0% | +217.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling