+36.4%
LRCX vs MCO
+5.6%
+30.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | +1.1% |
| 7D | -3.1% | -3.8% | +0.7% | -5.6% |
| 30D | -8.6% | -0.4% | -8.2% | -8.5% |
| 3M | -17.7% | +7.7% | -25.4% | -13.4% |
| 6M | +36.4% | +7.0% | +29.4% | +42.9% |
| All | +36.4% | +5.6% | +30.8% | +42.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling