+41,767.3%
LRCX vs MAR
+2,439.3%
+39,328.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.4% | +5.4% |
| 7D | +10.4% | -1.7% | +12.1% | +11.4% |
| 30D | +2.9% | -6.9% | +9.8% | +7.0% |
| 3M | -1.2% | -15.8% | +14.7% | +7.7% |
| 6M | +60.9% | +1.9% | +58.9% | +57.4% |
| YTD | +87.5% | +6.6% | +80.9% | +78.2% |
| 1Y | +206.6% | +23.7% | +183.0% | +166.7% |
| 3Y | +392.1% | +64.6% | +327.5% | +266.5% |
| 5Y | +478.4% | +156.4% | +322.1% | +234.8% |
| 10Y | +3,821.0% | +415.4% | +3,405.6% | +1,312.8% |
| All | +41,767.3% | +2,439.3% | +39,328.0% | +5,475.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling