+504.9%
LRCX vs MAGS
+187.1%
+317.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.4% |
| 7D | +1.8% | -1.8% | +3.6% | +3.7% |
| 30D | -4.3% | +1.1% | -5.4% | -5.7% |
| 3M | -7.3% | +7.7% | -15.1% | -15.2% |
| 6M | +38.6% | +11.7% | +26.9% | +22.7% |
| YTD | +74.4% | +4.9% | +69.5% | +65.4% |
| 1Y | +179.1% | +14.3% | +164.8% | +143.8% |
| 3Y | +357.7% | +128.9% | +228.8% | +109.1% |
| All | +504.9% | +187.1% | +317.8% | +130.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling