+416.0%
LRCX vs MKTX
-60.5%
+476.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -3.1% | -0.2% | -2.8% | -3.0% |
| 30D | -8.6% | +0.7% | -9.3% | -8.7% |
| 3M | -17.7% | +40.8% | -58.5% | -22.7% |
| 6M | +36.4% | -8.0% | +44.3% | +37.4% |
| YTD | +74.5% | -8.7% | +83.3% | +75.7% |
| 1Y | +159.4% | -11.8% | +171.3% | +162.6% |
| 3Y | +361.6% | -24.0% | +385.6% | +357.1% |
| All | +416.0% | -60.5% | +476.5% | +487.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling