+2,479.7%
LRCX vs MOD
+1,005.7%
+1,474.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +9.9% | +0.5% | +7.1% |
| 7D | -2.7% | -13.9% | +11.2% | +1.8% |
| 30D | -30.6% | -41.5% | +10.9% | -17.4% |
| 3M | -28.8% | -45.7% | +16.9% | -13.7% |
| 6M | -24.6% | -61.1% | +36.5% | +2.1% |
| YTD | +29.7% | -20.5% | +50.2% | +41.0% |
| 1Y | +39.5% | -32.1% | +71.6% | +58.0% |
| 3Y | +248.9% | +146.5% | +102.5% | +161.2% |
| 5Y | +274.3% | +812.7% | -538.4% | +89.9% |
| 10Y | +2,479.7% | +966.8% | +1,512.9% | +1,214.0% |
| All | +2,479.7% | +1,005.7% | +1,474.0% | +1,214.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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