+246.2%
LRCX vs MAS
+39.2%
+207.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.9% | +10.1% | +9.4% |
| 7D | -16.2% | +2.0% | -18.1% | -17.3% |
| 30D | -39.2% | +19.4% | -58.6% | -46.2% |
| 3M | -34.4% | +9.4% | -43.8% | -38.9% |
| 6M | -32.4% | +15.3% | -47.8% | -39.9% |
| YTD | +17.4% | +31.3% | -13.9% | -5.9% |
| 1Y | +24.2% | +34.9% | -10.7% | -2.7% |
| 3Y | +221.6% | +58.6% | +163.0% | +113.1% |
| All | +246.2% | +39.2% | +207.0% | +166.5% |
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 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