+280.2%
TSM vs LRCX
+421.1%
-140.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +1.0% | -3.1% | +4.1% | +2.6% |
| 30D | +1.0% | -8.6% | +9.5% | +5.6% |
| 3M | +2.9% | -17.7% | +20.6% | +11.5% |
| 6M | +22.8% | +36.4% | -13.5% | -2.0% |
| YTD | +43.3% | +74.5% | -31.2% | -2.5% |
| 1Y | +69.2% | +159.4% | -90.3% | -9.8% |
| 3Y | +404.5% | +361.6% | +42.9% | +86.1% |
| All | +280.2% | +421.1% | -140.9% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling