+401.9%
LRCX vs TSLL
-51.4%
+453.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.7% | +0.4% | -2.6% |
| 7D | +12.7% | +17.8% | -5.1% | +9.2% |
| 30D | -21.3% | +8.2% | -29.5% | -22.3% |
| 3M | -32.9% | +20.9% | -53.8% | -35.8% |
| 6M | -23.4% | -37.5% | +14.1% | -18.3% |
| YTD | +32.4% | -44.5% | +76.9% | +42.0% |
| 1Y | +48.0% | -33.0% | +81.0% | +53.2% |
| 3Y | +243.9% | -6.4% | +250.3% | +178.1% |
| All | +401.9% | -51.4% | +453.3% | +345.0% |
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