+2,224.6%
LRCX vs MAS
+214.9%
+2,009.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.5% | +9.8% | +9.3% |
| 7D | -16.2% | +2.4% | -18.5% | -17.7% |
| 30D | -39.2% | +19.8% | -59.0% | -47.0% |
| 3M | -34.4% | +9.8% | -44.2% | -39.7% |
| 6M | -32.4% | +15.8% | -48.2% | -40.8% |
| YTD | +17.4% | +31.8% | -14.4% | -7.9% |
| 1Y | +24.2% | +35.4% | -11.2% | -4.9% |
| 3Y | +221.6% | +59.2% | +162.4% | +109.0% |
| 5Y | +245.2% | +41.2% | +204.0% | +142.5% |
| All | +2,224.6% | +214.9% | +2,009.7% | +779.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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