+313.8%
LRCX vs TOST
-47.7%
+361.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +6.3% |
| 7D | +6.5% | -3.6% | +10.1% | +7.4% |
| 30D | -23.8% | +8.9% | -32.7% | -25.7% |
| 3M | -24.2% | -2.2% | -21.9% | -24.4% |
| 6M | -20.2% | +41.0% | -61.2% | -28.3% |
| YTD | +38.2% | -4.0% | +42.2% | +34.9% |
| 1Y | +48.9% | -9.6% | +58.5% | +47.7% |
| 3Y | +252.8% | +141.7% | +111.1% | +158.8% |
| 5Y | +304.3% | -29.5% | +333.8% | +223.5% |
| All | +313.8% | -47.7% | +361.6% | +240.2% |
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 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