+424.0%
LRCX vs TSLL
-51.1%
+475.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.8% | +0.3% | +4.9% |
| 7D | +6.5% | +0.5% | +6.0% | +6.7% |
| 30D | -23.8% | +2.7% | -26.5% | -24.1% |
| 3M | -24.2% | +26.3% | -50.4% | -28.1% |
| 6M | -20.2% | -37.2% | +17.0% | -14.9% |
| YTD | +38.2% | -44.2% | +82.4% | +48.1% |
| 1Y | +48.9% | -44.0% | +92.8% | +58.6% |
| 3Y | +252.8% | 0.0% | +252.8% | +181.8% |
| All | +424.0% | -51.1% | +475.1% | +364.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling