+505.3%
LRCX vs MAGS
+190.0%
+315.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -1.0% |
| 7D | -3.1% | +0.6% | -3.7% | -3.8% |
| 30D | -8.6% | +3.2% | -11.8% | -11.9% |
| 3M | -17.7% | +7.7% | -25.4% | -24.7% |
| 6M | +36.4% | +12.5% | +23.9% | +19.9% |
| YTD | +74.5% | +6.0% | +68.6% | +63.7% |
| 1Y | +159.4% | +14.4% | +145.1% | +126.4% |
| 3Y | +361.6% | +127.5% | +234.1% | +111.8% |
| All | +505.3% | +190.0% | +315.2% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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