+392.1%
LRCX vs TYL
-10.9%
+402.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.6% | +3.6% |
| 7D | +10.4% | -7.6% | +18.0% | +9.4% |
| 30D | +2.9% | +11.3% | -8.4% | +4.2% |
| 3M | -1.2% | +14.5% | -15.7% | +0.7% |
| 6M | +60.9% | -7.1% | +68.0% | +67.9% |
| YTD | +87.5% | -23.4% | +110.9% | +104.6% |
| 1Y | +206.6% | -38.6% | +245.2% | +262.4% |
| 3Y | +392.1% | -11.3% | +403.4% | +392.5% |
| All | +392.1% | -10.9% | +402.9% | +392.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling