-23.4%
LRCX vs MA
+33.8%
-57.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -2.1% |
| 7D | +12.7% | +1.3% | +11.4% | +14.1% |
| 30D | -21.3% | +9.6% | -30.9% | -11.5% |
| 3M | -32.9% | +16.8% | -49.7% | -17.9% |
| 6M | -23.4% | +35.2% | -58.6% | +27.7% |
| All | -23.4% | +33.8% | -57.2% | +27.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling