+36.4%
LRCX vs MAGS
+12.7%
+23.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.9% |
| 7D | -3.1% | +0.6% | -3.7% | -3.7% |
| 30D | -8.6% | +3.2% | -11.8% | -11.8% |
| 3M | -17.7% | +7.7% | -25.4% | -25.0% |
| 6M | +36.4% | +12.5% | +23.9% | +18.6% |
| All | +36.4% | +12.7% | +23.6% | +18.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling