+3,549.0%
LRCX vs TSEM
+1,313.0%
+2,236.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.8% |
| 7D | -3.1% | -4.9% | +1.8% | -0.4% |
| 30D | -8.6% | -18.7% | +10.2% | +1.9% |
| 3M | -17.7% | -18.1% | +0.4% | -9.9% |
| 6M | +36.4% | +77.1% | -40.7% | -6.9% |
| YTD | +74.5% | +80.1% | -5.6% | +16.6% |
| 1Y | +159.4% | +220.4% | -60.9% | +23.9% |
| 3Y | +361.6% | +650.1% | -288.5% | +27.6% |
| 5Y | +425.2% | +628.9% | -203.6% | +38.7% |
| All | +3,549.0% | +1,313.0% | +2,236.1% | +512.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling