+53.2%
LRCX vs MOD
-26.6%
+79.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | +26.2% | +16.1% | +10.1% | +16.2% |
| 30D | -22.4% | -38.5% | +16.2% | +0.9% |
| 3M | -28.2% | -46.8% | +18.6% | 0.0% |
| 6M | -19.0% | -61.6% | +42.6% | +34.1% |
| YTD | +37.0% | -20.5% | +57.5% | +72.0% |
| All | +53.2% | -26.6% | +79.8% | +89.4% |
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