+221.6%
LRCX vs MOS
-26.6%
+248.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.1% | +8.1% | +8.2% |
| 7D | -16.2% | +21.6% | -37.8% | -19.6% |
| 30D | -39.2% | +12.0% | -51.1% | -40.7% |
| 3M | -34.4% | -3.9% | -30.5% | -34.1% |
| 6M | -32.4% | -3.3% | -29.1% | -32.6% |
| YTD | +17.4% | -4.6% | +22.1% | +14.6% |
| 1Y | +24.2% | -7.0% | +31.1% | +21.4% |
| 3Y | +221.6% | -24.4% | +246.0% | +218.2% |
| All | +221.6% | -26.6% | +248.2% | +218.2% |
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