+392.1%
LRCX vs MDB
-5.6%
+397.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.6% | +4.8% |
| 7D | +10.4% | -18.0% | +28.4% | +14.2% |
| 30D | +2.9% | -10.7% | +13.6% | +4.5% |
| 3M | -1.2% | +1.0% | -2.1% | -2.4% |
| 6M | +60.9% | +31.6% | +29.2% | +47.8% |
| YTD | +87.5% | -15.2% | +102.7% | +88.1% |
| 1Y | +206.6% | +10.1% | +196.5% | +187.8% |
| 3Y | +392.1% | -5.6% | +397.7% | +346.3% |
| All | +392.1% | -5.6% | +397.7% | +346.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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