+367.0%
LRCX vs MOS
-25.5%
+392.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +4.8% |
| 7D | +1.9% | +9.5% | -7.6% | -0.2% |
| 30D | +0.1% | +10.4% | -10.3% | -2.3% |
| 3M | -8.5% | +12.9% | -21.4% | -11.6% |
| 6M | +38.1% | +1.2% | +36.8% | +35.2% |
| YTD | +80.1% | +9.3% | +70.8% | +71.3% |
| 1Y | +208.1% | -18.0% | +226.0% | +217.2% |
| All | +367.0% | -25.5% | +392.6% | +350.5% |
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