+255.9%
LRCX vs MMM
+160.9%
+95.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | +26.2% | -0.8% | +27.0% | +26.6% |
| 30D | -22.4% | +14.4% | -36.8% | -26.7% |
| 3M | -28.2% | +1.8% | -30.0% | -28.8% |
| 6M | -19.0% | +31.3% | -50.3% | -28.2% |
| YTD | +37.0% | +18.0% | +19.0% | +26.6% |
| 1Y | +45.5% | +10.9% | +34.6% | +38.0% |
| All | +255.9% | +160.9% | +95.0% | +196.1% |
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