+259.1%
LRCX vs M
+159.6%
+99.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.4% |
| 7D | +6.5% | -3.3% | +9.8% | +7.8% |
| 30D | -23.8% | +8.1% | -31.9% | -25.8% |
| 3M | -24.2% | +2.2% | -26.4% | -25.1% |
| 6M | -20.2% | +35.1% | -55.3% | -28.4% |
| YTD | +38.2% | +15.8% | +22.4% | +29.5% |
| 1Y | +48.9% | +25.8% | +23.0% | +35.7% |
| All | +259.1% | +159.6% | +99.6% | +156.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling