+3,821.0%
LRCX vs TYL
+106.7%
+3,714.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.6% | +6.2% |
| 7D | +10.4% | -7.6% | +18.0% | +14.1% |
| 30D | +2.9% | +11.3% | -8.4% | -3.0% |
| 3M | -1.2% | +14.5% | -15.7% | -11.3% |
| 6M | +60.9% | -7.1% | +68.0% | +58.2% |
| YTD | +87.5% | -23.4% | +110.9% | +101.4% |
| 1Y | +206.6% | -38.6% | +245.2% | +276.6% |
| 3Y | +392.1% | -11.3% | +403.4% | +344.9% |
| 5Y | +478.4% | -28.0% | +506.4% | +494.3% |
| 10Y | +3,821.0% | +104.9% | +3,716.2% | +1,930.1% |
| All | +3,821.0% | +106.7% | +3,714.3% | +1,930.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling