-20.2%
LRCX vs M
+28.8%
-49.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.3% |
| 7D | +6.5% | -3.3% | +9.8% | +7.3% |
| 30D | -23.8% | +8.1% | -31.9% | -25.0% |
| 3M | -24.2% | +2.2% | -26.4% | -24.3% |
| 6M | -20.2% | +35.1% | -55.3% | -32.7% |
| All | -20.2% | +28.8% | -49.0% | -32.7% |
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