+23,317.6%
LRCX vs MCO
+7,284.8%
+16,032.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -4.9% |
| 7D | +1.8% | -7.3% | +9.2% | +5.8% |
| 30D | -4.3% | -1.7% | -2.6% | -3.8% |
| 3M | -7.3% | +3.9% | -11.2% | -11.0% |
| 6M | +38.6% | +3.8% | +34.7% | +32.3% |
| YTD | +74.4% | -7.9% | +82.3% | +75.8% |
| 1Y | +179.1% | -6.8% | +186.0% | +178.3% |
| 3Y | +357.7% | +40.9% | +316.7% | +266.9% |
| 5Y | +424.9% | +27.5% | +397.4% | +346.8% |
| 10Y | +3,642.4% | +381.4% | +3,261.0% | +1,641.6% |
| All | +23,317.6% | +7,284.8% | +16,032.8% | +2,144.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling