+159.4%
LRCX vs MAR
+28.2%
+131.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | -3.1% | -0.5% | -2.5% | -2.9% |
| 30D | -8.6% | -5.4% | -3.1% | -6.9% |
| 3M | -17.7% | -15.5% | -2.2% | -12.2% |
| 6M | +36.4% | +3.0% | +33.4% | +29.7% |
| YTD | +74.5% | +8.5% | +66.0% | +62.2% |
| 1Y | +159.4% | +26.0% | +133.5% | +129.0% |
| All | +159.4% | +28.2% | +131.3% | +129.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling