+550.3%
LRCX vs MAGS
+186.6%
+363.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.7% |
| 7D | +10.4% | +1.2% | +9.2% | +8.8% |
| 30D | +2.9% | -0.1% | +3.0% | +2.6% |
| 3M | -1.2% | +3.8% | -5.0% | -5.9% |
| 6M | +60.9% | +13.2% | +47.6% | +40.4% |
| YTD | +87.5% | +4.7% | +82.8% | +78.2% |
| 1Y | +206.6% | +14.4% | +192.3% | +167.8% |
| 3Y | +392.1% | +128.6% | +263.5% | +125.2% |
| All | +550.3% | +186.6% | +363.7% | +148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling