+208.1%
LRCX vs TSLQ
-50.5%
+258.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +12.0% | -6.9% | +8.6% |
| 7D | +1.9% | -5.8% | +7.7% | +0.4% |
| 30D | +0.1% | -22.1% | +22.2% | -6.7% |
| 3M | -8.5% | +10.1% | -18.5% | +0.5% |
| 6M | +38.1% | -6.8% | +44.8% | +50.1% |
| YTD | +80.1% | +8.5% | +71.5% | +104.0% |
| 1Y | +208.1% | -49.7% | +257.8% | +234.8% |
| All | +208.1% | -50.5% | +258.5% | +234.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling