+2,224.6%
LRCX vs MLM
+185.4%
+2,039.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.8% | +10.1% | +9.3% |
| 7D | -16.2% | -4.1% | -12.1% | -14.0% |
| 30D | -39.2% | +8.2% | -47.3% | -42.0% |
| 3M | -34.4% | -3.6% | -30.8% | -33.4% |
| 6M | -32.4% | -15.6% | -16.9% | -27.1% |
| YTD | +17.4% | -16.4% | +33.9% | +27.4% |
| 1Y | +24.2% | -14.3% | +38.5% | +32.9% |
| 3Y | +221.6% | +19.3% | +202.3% | +181.5% |
| 5Y | +245.2% | +29.6% | +215.6% | +185.8% |
| All | +2,224.6% | +185.4% | +2,039.2% | +1,194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling