+3,549.0%
LRCX vs MAR
+450.9%
+3,098.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.9% |
| 7D | -3.1% | -0.5% | -2.5% | -2.8% |
| 30D | -8.6% | -5.4% | -3.1% | -5.7% |
| 3M | -17.7% | -15.5% | -2.2% | -10.3% |
| 6M | +36.4% | +3.0% | +33.4% | +32.2% |
| YTD | +74.5% | +8.5% | +66.0% | +63.3% |
| 1Y | +159.4% | +26.0% | +133.5% | +121.0% |
| 3Y | +361.6% | +68.6% | +293.0% | +233.1% |
| 5Y | +425.2% | +157.4% | +267.9% | +199.2% |
| All | +3,549.0% | +450.9% | +3,098.1% | +1,378.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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