+949.1%
LRCX vs MP
+450.8%
+498.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +4.8% |
| 7D | +1.9% | -2.9% | +4.8% | +2.6% |
| 30D | +0.1% | +13.8% | -13.7% | -3.0% |
| 3M | -8.5% | -16.7% | +8.2% | -5.0% |
| 6M | +38.1% | -11.5% | +49.6% | +40.4% |
| YTD | +80.1% | +7.9% | +72.1% | +74.6% |
| 1Y | +208.1% | -15.0% | +223.1% | +206.4% |
| 3Y | +350.2% | +153.5% | +196.7% | +217.8% |
| 5Y | +430.7% | +58.7% | +372.0% | +311.7% |
| All | +949.1% | +450.8% | +498.3% | +621.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 all: compounded portfolio wealth divided by compounded MP 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…
all analysis · Full analysis span regression · 6 months rolling