+25,148.7%
LRCX vs TSEM
+10.0%
+25,138.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.4% |
| 7D | +10.4% | +10.4% | 0.0% | +7.6% |
| 30D | +2.9% | -12.9% | +15.9% | +6.5% |
| 3M | -1.2% | -9.2% | +8.0% | +1.3% |
| 6M | +60.9% | +98.8% | -37.9% | +34.2% |
| YTD | +87.5% | +87.2% | +0.3% | +58.5% |
| 1Y | +206.6% | +239.0% | -32.3% | +124.1% |
| 3Y | +392.1% | +679.5% | -287.4% | +192.4% |
| 5Y | +478.4% | +667.3% | -188.8% | +241.9% |
| 10Y | +3,821.0% | +1,301.0% | +2,520.0% | +1,956.4% |
| All | +25,148.7% | +10.0% | +25,138.6% | +14,466.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling