+3,546.5%
LRCX vs MA
+514.8%
+3,031.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.3% | -5.4% |
| 7D | +1.8% | -3.5% | +5.3% | +4.6% |
| 30D | -4.3% | +0.7% | -5.0% | -5.2% |
| 3M | -7.3% | +15.8% | -23.1% | -19.0% |
| 6M | +38.6% | +10.2% | +28.3% | +23.8% |
| YTD | +74.4% | -0.5% | +74.9% | +68.4% |
| 1Y | +179.1% | -1.8% | +180.9% | +171.3% |
| 3Y | +357.7% | +38.7% | +318.9% | +226.3% |
| 5Y | +424.9% | +67.6% | +357.2% | +215.9% |
| All | +3,546.5% | +514.8% | +3,031.7% | +566.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 10y: compounded portfolio wealth divided by compounded MA 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…
10y analysis · Full analysis span regression · 6 months rolling