+416.0%
LRCX vs TSCO
-11.8%
+427.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | -3.1% | -5.7% | +2.6% | -1.0% |
| 30D | -8.6% | -8.8% | +0.2% | -5.7% |
| 3M | -17.7% | +6.3% | -24.0% | -19.9% |
| 6M | +36.4% | -32.3% | +68.6% | +57.7% |
| YTD | +74.5% | -32.7% | +107.2% | +100.5% |
| 1Y | +159.4% | -43.7% | +203.1% | +221.9% |
| 3Y | +361.6% | -19.7% | +381.2% | +364.2% |
| All | +416.0% | -11.8% | +427.9% | +376.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 5y: compounded portfolio wealth divided by compounded TSCO 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…
5y analysis · Full analysis span regression · 6 months rolling