+3,549.0%
LRCX vs MET
+249.3%
+3,299.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.2% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | -8.6% | +0.5% | -9.0% | -9.1% |
| 3M | -17.7% | +11.6% | -29.3% | -24.4% |
| 6M | +36.4% | +40.8% | -4.4% | +8.1% |
| YTD | +74.5% | +25.7% | +48.9% | +48.0% |
| 1Y | +159.4% | +24.4% | +135.1% | +120.6% |
| 3Y | +361.6% | +67.5% | +294.1% | +218.4% |
| 5Y | +425.2% | +85.8% | +339.4% | +234.8% |
| All | +3,549.0% | +249.3% | +3,299.7% | +1,360.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling