+416.0%
LRCX vs MCO
+28.6%
+387.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.9% |
| 7D | -3.1% | -3.8% | +0.7% | -0.8% |
| 30D | -8.6% | -0.4% | -8.2% | -8.8% |
| 3M | -17.7% | +7.7% | -25.4% | -23.9% |
| 6M | +36.4% | +7.0% | +29.4% | +25.1% |
| YTD | +74.5% | -6.4% | +81.0% | +75.2% |
| 1Y | +159.4% | -7.6% | +167.1% | +160.9% |
| 3Y | +361.6% | +43.2% | +318.4% | +210.0% |
| All | +416.0% | +28.6% | +387.4% | +250.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling