+478.4%
LRCX vs MA
+70.4%
+408.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +5.1% |
| 7D | +10.4% | -1.8% | +12.2% | +11.5% |
| 30D | +2.9% | +1.4% | +1.5% | +1.6% |
| 3M | -1.2% | +17.7% | -18.9% | -12.9% |
| 6M | +60.9% | +9.7% | +51.2% | +47.1% |
| YTD | +87.5% | +0.5% | +87.0% | +82.8% |
| 1Y | +206.6% | -2.1% | +208.7% | +204.1% |
| 3Y | +392.1% | +40.1% | +352.0% | +254.1% |
| 5Y | +478.4% | +67.5% | +410.9% | +260.3% |
| All | +478.4% | +70.4% | +408.0% | +260.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling