+468.6%
LRCX vs M
+27.6%
+441.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +5.0% |
| 7D | +10.4% | +2.4% | +8.0% | +9.6% |
| 30D | +2.9% | -11.6% | +14.5% | +6.8% |
| 3M | -1.2% | +1.6% | -2.8% | -2.4% |
| 6M | +60.9% | +25.2% | +35.6% | +48.6% |
| YTD | +87.5% | +3.8% | +83.8% | +83.2% |
| 1Y | +206.6% | +36.3% | +170.3% | +174.6% |
| 3Y | +392.1% | +116.3% | +275.8% | +255.3% |
| All | +468.6% | +27.6% | +441.0% | +379.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling