+13,337.8%
LRCX vs MKTX
+1,443.5%
+11,894.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | +1.8% | -0.2% | +2.0% | +1.9% |
| 30D | -4.3% | +0.8% | -5.1% | -4.5% |
| 3M | -7.3% | +41.1% | -48.5% | -16.4% |
| 6M | +38.6% | -9.5% | +48.1% | +40.3% |
| YTD | +74.4% | -8.7% | +83.1% | +75.4% |
| 1Y | +179.1% | -10.0% | +189.1% | +180.3% |
| 3Y | +357.7% | -24.6% | +382.3% | +362.6% |
| 5Y | +424.9% | -60.3% | +485.2% | +530.9% |
| 10Y | +3,642.4% | +5.0% | +3,637.3% | +3,221.5% |
| All | +13,337.8% | +1,443.5% | +11,894.3% | +4,658.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling