+416.0%
LRCX vs MCHP
+3.6%
+412.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -2.7% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -8.6% | -6.0% | -2.5% | -4.2% |
| 3M | -17.7% | -19.7% | +2.0% | -2.8% |
| 6M | +36.4% | +14.0% | +22.3% | +24.2% |
| YTD | +74.5% | +18.4% | +56.1% | +53.4% |
| 1Y | +159.4% | +17.1% | +142.3% | +127.2% |
| 3Y | +361.6% | +0.7% | +360.9% | +326.0% |
| All | +416.0% | +3.6% | +412.4% | +359.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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