+206.6%
LRCX vs MOD
+40.7%
+165.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +4.8% |
| 7D | +10.4% | +6.3% | +4.1% | +6.7% |
| 30D | +2.9% | -1.7% | +4.6% | +3.7% |
| 3M | -1.2% | -30.1% | +28.9% | +19.4% |
| 6M | +60.9% | +2.7% | +58.2% | +65.3% |
| YTD | +87.5% | +44.1% | +43.5% | +67.9% |
| 1Y | +206.6% | +38.7% | +167.9% | +181.2% |
| All | +206.6% | +40.7% | +165.9% | +181.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling