-23.4%
LRCX vs M
+36.8%
-60.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -3.8% |
| 7D | +12.7% | +7.0% | +5.7% | +10.7% |
| 30D | -21.3% | +8.9% | -30.2% | -22.7% |
| 3M | -32.9% | +4.5% | -37.4% | -33.4% |
| 6M | -23.4% | +36.2% | -59.6% | -39.2% |
| All | -23.4% | +36.8% | -60.2% | -39.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling