+424.9%
LRCX vs TSEM
+610.6%
-185.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.9% | -1.7% | -3.7% |
| 7D | +1.8% | +0.9% | +0.9% | +1.4% |
| 30D | -4.3% | -16.6% | +12.3% | +4.2% |
| 3M | -7.3% | -10.9% | +3.6% | -3.0% |
| 6M | +38.6% | +78.0% | -39.5% | +0.8% |
| YTD | +74.4% | +77.2% | -2.8% | +26.0% |
| 1Y | +179.1% | +207.6% | -28.5% | +54.2% |
| 3Y | +357.7% | +637.8% | -280.2% | +63.9% |
| 5Y | +424.9% | +617.0% | -192.1% | +96.4% |
| All | +424.9% | +610.6% | -185.7% | +96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling