+206.6%
LRCX vs TSLL
-24.5%
+231.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.9% | -3.7% | +1.9% |
| 7D | +10.4% | +5.8% | +4.6% | +7.8% |
| 30D | +2.9% | +21.7% | -18.8% | -4.7% |
| 3M | -1.2% | -28.2% | +27.1% | +5.0% |
| 6M | +60.9% | -29.5% | +90.3% | +70.3% |
| YTD | +87.5% | -47.5% | +135.1% | +110.0% |
| 1Y | +206.6% | -20.8% | +227.4% | +228.9% |
| All | +206.6% | -24.5% | +231.2% | +228.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TSLL 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling