+416.0%
LRCX vs MO
+99.8%
+316.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.2% |
| 7D | -3.1% | +0.1% | -3.2% | -3.0% |
| 30D | -8.6% | +7.1% | -15.7% | -6.5% |
| 3M | -17.7% | -2.0% | -15.7% | -17.6% |
| 6M | +36.4% | +7.3% | +29.0% | +37.9% |
| YTD | +74.5% | +23.5% | +51.1% | +78.6% |
| 1Y | +159.4% | +11.0% | +148.4% | +164.4% |
| 3Y | +361.6% | +95.0% | +266.6% | +339.3% |
| All | +416.0% | +99.8% | +316.2% | +397.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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