+361.6%
LRCX vs MKC
-31.4%
+393.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | +0.1% |
| 7D | -3.1% | -1.5% | -1.6% | -3.3% |
| 30D | -8.6% | -3.1% | -5.4% | -9.0% |
| 3M | -17.7% | +5.2% | -22.9% | -17.0% |
| 6M | +36.4% | -12.8% | +49.2% | +37.5% |
| YTD | +74.5% | -23.3% | +97.8% | +76.2% |
| 1Y | +159.4% | -24.1% | +183.6% | +162.4% |
| 3Y | +361.6% | -32.1% | +393.7% | +394.1% |
| All | +361.6% | -31.4% | +393.0% | +394.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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