+243.9%
LRCX vs MOS
-28.2%
+272.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.5% |
| 7D | +12.7% | -2.0% | +14.7% | +13.1% |
| 30D | -21.3% | +15.3% | -36.6% | -23.8% |
| 3M | -32.9% | +1.5% | -34.4% | -33.5% |
| 6M | -23.4% | -2.0% | -21.4% | -23.9% |
| YTD | +32.4% | -6.5% | +38.9% | +29.6% |
| 1Y | +48.0% | -11.1% | +59.1% | +46.4% |
| 3Y | +243.9% | -30.3% | +274.2% | +246.7% |
| All | +243.9% | -28.2% | +272.1% | +246.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 3y: compounded portfolio wealth divided by compounded MOS 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…
3y analysis · Full analysis span regression · 6 months rolling