+197.1%
LRCX vs MAS
+61.2%
+135.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -3.4% | -12.9% | -14.7% |
| 7D | -27.2% | +4.6% | -31.8% | -28.7% |
| 30D | -44.5% | +19.9% | -64.4% | -49.7% |
| 3M | -39.7% | +8.9% | -48.6% | -42.7% |
| 6M | -32.7% | +20.2% | -52.9% | -39.9% |
| YTD | +8.5% | +33.9% | -25.4% | -10.4% |
| 1Y | +12.7% | +34.7% | -21.9% | -7.5% |
| All | +197.1% | +61.2% | +135.9% | +119.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling