+345.3%
LRCX vs TSLL
-58.7%
+404.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +8.6% | -0.4% | +6.5% |
| 7D | -16.2% | -21.2% | +5.0% | -12.0% |
| 30D | -39.2% | -13.3% | -25.9% | -37.4% |
| 3M | -34.4% | +15.4% | -49.8% | -36.7% |
| 6M | -32.4% | -34.2% | +1.8% | -28.4% |
| YTD | +17.4% | -52.9% | +70.3% | +30.1% |
| 1Y | +24.2% | -54.3% | +78.5% | +37.5% |
| 3Y | +221.6% | -18.4% | +239.9% | +166.9% |
| All | +345.3% | -58.7% | +404.0% | +307.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling