+2,664.3%
TSLA vs LRCX
+3,687.9%
-1,023.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.2% | -3.1% | +6.3% | +4.8% |
| 30D | +11.6% | -8.6% | +20.1% | +16.1% |
| 3M | -8.4% | -17.7% | +9.2% | -2.3% |
| 6M | -10.4% | +36.4% | -46.7% | -29.5% |
| YTD | -18.7% | +74.5% | -93.3% | -46.3% |
| 1Y | -0.9% | +159.4% | -160.4% | -48.6% |
| 3Y | +33.6% | +361.6% | -328.0% | -52.2% |
| 5Y | +48.9% | +425.2% | -376.3% | -52.3% |
| All | +2,664.3% | +3,687.9% | -1,023.6% | +273.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling