+361.6%
LRCX vs MGY
+25.2%
+336.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.1% | +3.5% | -6.6% | -3.8% |
| 30D | -8.6% | +5.3% | -13.8% | -9.7% |
| 3M | -17.7% | +2.6% | -20.3% | -18.4% |
| 6M | +36.4% | -3.3% | +39.6% | +34.8% |
| YTD | +74.5% | +29.2% | +45.3% | +52.9% |
| 1Y | +159.4% | +18.0% | +141.4% | +134.7% |
| 3Y | +361.6% | +30.0% | +331.6% | +297.9% |
| All | +361.6% | +25.2% | +336.4% | +297.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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