+640.3%
LRCX vs TSLQ
-97.2%
+737.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.4% | -8.0% | -5.1% |
| 7D | +1.8% | +5.7% | -3.9% | +3.2% |
| 30D | -4.3% | -21.1% | +16.8% | -8.4% |
| 3M | -7.3% | -11.5% | +4.2% | -5.4% |
| 6M | +38.6% | -14.9% | +53.5% | +44.8% |
| YTD | +74.4% | +2.4% | +72.0% | +90.9% |
| 1Y | +179.1% | -49.8% | +228.9% | +176.1% |
| 3Y | +357.7% | -95.8% | +453.5% | +268.3% |
| All | +640.3% | -97.2% | +737.5% | +493.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling