+3,549.0%
LRCX vs TSN
-4.9%
+3,554.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -3.1% | +3.0% | -6.1% | -3.9% |
| 30D | -8.6% | -4.2% | -4.4% | -7.7% |
| 3M | -17.7% | -3.9% | -13.8% | -17.6% |
| 6M | +36.4% | -9.8% | +46.2% | +38.1% |
| YTD | +74.5% | -7.3% | +81.8% | +74.9% |
| 1Y | +159.4% | -2.2% | +161.7% | +154.6% |
| 3Y | +361.6% | +11.9% | +349.7% | +320.1% |
| 5Y | +425.2% | -16.9% | +442.2% | +431.1% |
| All | +3,549.0% | -4.9% | +3,554.0% | +3,171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling