+159.4%
LRCX vs MAGS
+15.0%
+144.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -1.1% |
| 7D | -3.1% | +0.6% | -3.7% | -3.8% |
| 30D | -8.6% | +3.2% | -11.8% | -12.3% |
| 3M | -17.7% | +7.7% | -25.4% | -26.0% |
| 6M | +36.4% | +12.5% | +23.9% | +15.9% |
| YTD | +74.5% | +6.0% | +68.6% | +62.3% |
| 1Y | +159.4% | +14.4% | +145.1% | +115.5% |
| All | +159.4% | +15.0% | +144.4% | +115.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling