+398.4%
TSM vs LRCX
+354.5%
+44.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +4.0% | +1.4% |
| 7D | +2.6% | +1.8% | +0.8% | +1.5% |
| 30D | +1.4% | -4.3% | +5.7% | +3.4% |
| 3M | +5.0% | -7.3% | +12.3% | +5.9% |
| 6M | +24.0% | +38.6% | -14.6% | -2.5% |
| YTD | +41.6% | +74.4% | -32.8% | -4.8% |
| 1Y | +66.2% | +179.1% | -112.9% | -17.9% |
| All | +398.4% | +354.5% | +44.0% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling