+4.6%
TSLA vs LRCX
+216.8%
-212.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.1% | -11.0% | -7.5% |
| 7D | +1.5% | +1.9% | -0.4% | +0.8% |
| 30D | +10.1% | +0.1% | +10.0% | +9.5% |
| 3M | -15.4% | -8.5% | -6.9% | -14.5% |
| 6M | -12.8% | +38.1% | -50.8% | -23.3% |
| YTD | -21.3% | +80.1% | -101.3% | -39.5% |
| 1Y | +4.6% | +208.1% | -203.5% | -32.9% |
| All | +4.6% | +216.8% | -212.2% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LRCX.
Daily Out/Under-Performance
Portfolio return minus LRCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LRCX 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 LRCX 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