+361.6%
LRCX vs MCO
+42.6%
+319.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.5% |
| 7D | -3.1% | -3.8% | +0.7% | -1.7% |
| 30D | -8.6% | -0.4% | -8.2% | -8.7% |
| 3M | -17.7% | +7.7% | -25.4% | -22.0% |
| 6M | +36.4% | +7.0% | +29.4% | +28.5% |
| YTD | +74.5% | -6.4% | +81.0% | +77.4% |
| 1Y | +159.4% | -7.6% | +167.1% | +164.8% |
| 3Y | +361.6% | +43.2% | +318.4% | +252.5% |
| All | +361.6% | +42.6% | +319.0% | +252.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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