+2,224.6%
LRCX vs MAS
+213.7%
+2,010.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.9% | +10.1% | +9.5% |
| 7D | -16.2% | +2.0% | -18.1% | -17.5% |
| 30D | -39.2% | +19.4% | -58.6% | -46.9% |
| 3M | -34.4% | +9.4% | -43.8% | -39.5% |
| 6M | -32.4% | +15.3% | -47.8% | -40.7% |
| YTD | +17.4% | +31.3% | -13.9% | -7.7% |
| 1Y | +24.2% | +34.9% | -10.7% | -4.7% |
| 3Y | +221.6% | +58.6% | +163.0% | +109.5% |
| 5Y | +245.2% | +40.7% | +204.5% | +143.1% |
| All | +2,224.6% | +213.7% | +2,010.9% | +781.7% |
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