+439.2%
LRCX vs TOST
-48.0%
+487.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.1% | +5.1% |
| 7D | +1.9% | -3.4% | +5.3% | +2.8% |
| 30D | +0.1% | -2.4% | +2.5% | +0.5% |
| 3M | -8.5% | +34.6% | -43.1% | -15.8% |
| 6M | +38.1% | +15.2% | +22.9% | +30.4% |
| YTD | +80.1% | -4.4% | +84.5% | +77.1% |
| 1Y | +208.1% | -17.4% | +225.5% | +214.3% |
| 3Y | +350.2% | +54.5% | +295.8% | +272.1% |
| All | +439.2% | -48.0% | +487.1% | +346.8% |
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