+159.4%
LRCX vs TSLQ
-49.6%
+209.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | -0.2% |
| 7D | -3.1% | -6.6% | +3.5% | -4.7% |
| 30D | -8.6% | -24.3% | +15.7% | -15.1% |
| 3M | -17.7% | -3.6% | -14.1% | -13.7% |
| 6M | +36.4% | -12.0% | +48.3% | +45.6% |
| YTD | +74.5% | +1.4% | +73.2% | +93.5% |
| 1Y | +159.4% | -43.6% | +203.0% | +172.3% |
| All | +159.4% | -49.6% | +209.1% | +172.3% |
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