+361.3%
LRCX vs MET
+66.1%
+295.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.8% | -6.2% |
| 7D | +1.8% | -2.5% | +4.3% | +2.9% |
| 30D | -4.3% | 0.0% | -4.3% | -4.5% |
| 3M | -7.3% | +13.1% | -20.4% | -14.1% |
| 6M | +38.6% | +39.0% | -0.4% | +13.6% |
| YTD | +74.4% | +25.2% | +49.2% | +51.1% |
| 1Y | +179.1% | +25.6% | +153.5% | +140.3% |
| All | +361.3% | +66.1% | +295.1% | +242.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling