+246.2%
LRCX vs MOD
+748.9%
-502.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +5.7% | +2.5% | +5.8% |
| 7D | -16.2% | -25.5% | +9.4% | -5.9% |
| 30D | -39.2% | -49.0% | +9.8% | -20.0% |
| 3M | -34.4% | -49.8% | +15.4% | -13.7% |
| 6M | -32.4% | -64.8% | +32.3% | +2.7% |
| YTD | +17.4% | -27.6% | +45.1% | +35.3% |
| 1Y | +24.2% | -35.2% | +59.4% | +47.5% |
| 3Y | +221.6% | +137.1% | +84.4% | +116.9% |
| All | +246.2% | +748.9% | -502.8% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling