+2,664.2%
LRCX vs M
-5.1%
+2,669.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.3% |
| 7D | +6.5% | -3.3% | +9.8% | +7.6% |
| 30D | -23.8% | +8.1% | -31.9% | -25.4% |
| 3M | -24.2% | +2.2% | -26.4% | -24.9% |
| 6M | -20.2% | +35.1% | -55.3% | -26.3% |
| YTD | +38.2% | +15.8% | +22.4% | +32.1% |
| 1Y | +48.9% | +25.8% | +23.0% | +39.2% |
| 3Y | +252.8% | +156.2% | +96.6% | +170.5% |
| 5Y | +304.3% | -2.4% | +306.7% | +264.6% |
| 10Y | +2,664.2% | -7.1% | +2,671.4% | +2,010.8% |
| All | +2,664.2% | -5.1% | +2,669.4% | +2,010.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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