+36.0%
TSM vs LRCX
+42.9%
-6.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -0.4% |
| 7D | -10.0% | -12.8% | +2.8% | -4.2% |
| 30D | -18.5% | -36.0% | +17.4% | -0.9% |
| 3M | -4.9% | -30.2% | +25.4% | +10.6% |
| 6M | -1.0% | -14.2% | +13.2% | +2.1% |
| YTD | +31.3% | +29.7% | +1.5% | +10.9% |
| 1Y | +36.0% | +42.8% | -6.8% | +10.3% |
| All | +36.0% | +42.9% | -6.9% | +10.3% |
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