+219.0%
LRCX vs MAS
+41.7%
+177.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -3.4% | -12.9% | -14.3% |
| 7D | -27.2% | +4.6% | -31.8% | -29.2% |
| 30D | -44.5% | +19.9% | -64.4% | -50.9% |
| 3M | -39.7% | +8.9% | -48.6% | -43.6% |
| 6M | -32.7% | +20.2% | -52.9% | -41.5% |
| YTD | +8.5% | +33.9% | -25.4% | -14.0% |
| 1Y | +12.7% | +34.7% | -21.9% | -11.3% |
| 3Y | +199.4% | +60.4% | +139.1% | +97.6% |
| 5Y | +219.0% | +43.5% | +175.5% | +142.4% |
| All | +219.0% | +41.7% | +177.3% | +142.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling