+208.1%
LRCX vs TYL
-34.2%
+242.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.0% | +9.1% | +2.9% |
| 7D | +1.9% | -3.7% | +5.6% | 0.0% |
| 30D | +0.1% | +18.7% | -18.7% | +10.5% |
| 3M | -8.5% | +18.1% | -26.6% | +3.9% |
| 6M | +38.1% | -1.1% | +39.2% | +52.1% |
| YTD | +80.1% | -19.8% | +99.9% | +83.4% |
| 1Y | +208.1% | -34.3% | +242.4% | +208.0% |
| All | +208.1% | -34.2% | +242.2% | +208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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