+3,821.0%
LRCX vs MOD
+1,504.3%
+2,316.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +4.5% |
| 7D | +10.4% | +6.3% | +4.1% | +8.2% |
| 30D | +2.9% | -1.7% | +4.6% | +3.4% |
| 3M | -1.2% | -30.1% | +28.9% | +11.4% |
| 6M | +60.9% | +2.7% | +58.2% | +61.5% |
| YTD | +87.5% | +44.1% | +43.5% | +69.1% |
| 1Y | +206.6% | +38.7% | +167.9% | +177.3% |
| 3Y | +392.1% | +309.8% | +82.3% | +211.0% |
| 5Y | +478.4% | +1,569.7% | -1,091.3% | +143.2% |
| 10Y | +3,821.0% | +1,520.5% | +2,300.5% | +1,453.0% |
| All | +3,821.0% | +1,504.3% | +2,316.8% | +1,453.0% |
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