+392.1%
LRCX vs MMM
+105.1%
+287.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.4% |
| 7D | +10.4% | -1.6% | +12.0% | +11.1% |
| 30D | +2.9% | -8.0% | +10.9% | +6.5% |
| 3M | -1.2% | +9.4% | -10.5% | -5.1% |
| 6M | +60.9% | +10.2% | +50.6% | +54.0% |
| YTD | +87.5% | +6.1% | +81.4% | +81.5% |
| 1Y | +206.6% | +10.8% | +195.9% | +191.6% |
| 3Y | +392.1% | +104.8% | +287.3% | +302.4% |
| All | +392.1% | +105.1% | +287.0% | +302.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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