+361.6%
LRCX vs TSLQ
-95.6%
+457.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | -0.1% |
| 7D | -3.1% | -6.6% | +3.5% | -4.3% |
| 30D | -8.6% | -24.3% | +15.7% | -13.1% |
| 3M | -17.7% | -3.6% | -14.1% | -14.7% |
| 6M | +36.4% | -12.0% | +48.3% | +43.2% |
| YTD | +74.5% | +1.4% | +73.2% | +89.9% |
| 1Y | +159.4% | -43.6% | +203.0% | +162.2% |
| 3Y | +361.6% | -95.4% | +457.0% | +301.2% |
| All | +361.6% | -95.6% | +457.2% | +301.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling