+86,252.7%
LRCX vs M
+428.6%
+85,824.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.2% |
| 7D | +26.2% | +0.6% | +25.7% | +25.9% |
| 30D | -22.4% | +7.0% | -29.4% | -24.3% |
| 3M | -28.2% | +3.1% | -31.4% | -29.4% |
| 6M | -19.0% | +33.5% | -52.5% | -27.0% |
| YTD | +37.0% | +13.4% | +23.6% | +29.7% |
| 1Y | +45.5% | +22.4% | +23.1% | +34.1% |
| 3Y | +249.7% | +150.9% | +98.8% | +143.0% |
| 5Y | +293.9% | -3.0% | +296.9% | +245.7% |
| 10Y | +2,639.6% | -9.1% | +2,648.7% | +1,795.6% |
| All | +86,252.7% | +428.6% | +85,824.1% | +24,477.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling