+2,479.7%
LRCX vs MS
+614.4%
+1,865.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.1% | +7.3% | +8.0% |
| 7D | -2.7% | +0.7% | -3.5% | -2.8% |
| 30D | -30.6% | -0.9% | -29.7% | -29.7% |
| 3M | -28.8% | -13.0% | -15.9% | -20.4% |
| 6M | -24.6% | -2.0% | -22.6% | -22.4% |
| YTD | +29.7% | +7.8% | +21.9% | +24.5% |
| 1Y | +39.5% | +17.9% | +21.7% | +25.7% |
| 3Y | +248.9% | +174.8% | +74.1% | +66.7% |
| 5Y | +274.3% | +119.9% | +154.5% | +107.6% |
| 10Y | +2,479.7% | +578.8% | +1,900.9% | +662.9% |
| All | +2,479.7% | +614.4% | +1,865.3% | +662.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling