+392.1%
LRCX vs MA
+40.0%
+352.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.6% |
| 7D | +10.4% | -1.8% | +12.2% | +11.0% |
| 30D | +2.9% | +1.4% | +1.5% | +2.2% |
| 3M | -1.2% | +17.7% | -18.9% | -8.0% |
| 6M | +60.9% | +9.7% | +51.2% | +54.2% |
| YTD | +87.5% | +0.5% | +87.0% | +89.8% |
| 1Y | +206.6% | -2.1% | +208.7% | +215.6% |
| 3Y | +392.1% | +40.1% | +352.0% | +300.2% |
| All | +392.1% | +40.0% | +352.1% | +300.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling