+3,549.0%
LRCX vs M
-3.0%
+3,552.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.7% | -7.6% | -1.8% |
| 7D | -3.1% | -4.2% | +1.1% | -2.2% |
| 30D | -8.6% | -7.2% | -1.4% | -7.0% |
| 3M | -17.7% | -11.1% | -6.5% | -15.8% |
| 6M | +36.4% | +28.8% | +7.6% | +27.8% |
| YTD | +74.5% | +2.0% | +72.5% | +72.4% |
| 1Y | +159.4% | +31.3% | +128.2% | +141.3% |
| 3Y | +361.6% | +119.1% | +242.5% | +267.3% |
| 5Y | +425.2% | +29.7% | +395.6% | +353.7% |
| All | +3,549.0% | -3.0% | +3,552.0% | +2,639.3% |
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