+2,479.7%
LRCX vs MAS
+230.1%
+2,249.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.5% | +5.9% | +7.3% |
| 7D | -2.7% | +3.3% | -6.0% | -4.7% |
| 30D | -30.6% | +25.5% | -56.0% | -41.3% |
| 3M | -28.8% | +11.8% | -40.6% | -35.2% |
| 6M | -24.6% | +21.3% | -45.9% | -35.9% |
| YTD | +29.7% | +37.7% | -8.1% | -1.2% |
| 1Y | +39.5% | +41.0% | -1.5% | +4.1% |
| 3Y | +248.9% | +63.0% | +185.9% | +124.1% |
| 5Y | +274.3% | +44.1% | +230.2% | +160.4% |
| 10Y | +2,479.7% | +224.3% | +2,255.5% | +859.9% |
| All | +2,479.7% | +230.1% | +2,249.6% | +859.9% |
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