+232.6%
LRCX vs MPC
+188.2%
+44.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -3.6% | -8.8% | +5.2% | -1.4% |
| 30D | -30.3% | -14.4% | -15.9% | -27.8% |
| 3M | -27.3% | +21.9% | -49.3% | -31.0% |
| 6M | -24.2% | +60.1% | -84.4% | -33.1% |
| YTD | +30.3% | +142.3% | -112.0% | -3.0% |
| 1Y | +34.3% | +101.7% | -67.4% | +7.6% |
| 3Y | +232.6% | +184.8% | +47.9% | +128.2% |
| All | +232.6% | +188.2% | +44.4% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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