+243.9%
LRCX vs MS
+177.9%
+66.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.1% | -4.0% |
| 7D | +12.7% | +5.1% | +7.6% | +8.2% |
| 30D | -21.3% | +5.7% | -26.9% | -24.3% |
| 3M | -32.9% | -12.2% | -20.7% | -24.7% |
| 6M | -23.4% | -0.5% | -22.9% | -21.7% |
| YTD | +32.4% | +9.8% | +22.5% | +25.2% |
| 1Y | +48.0% | +17.7% | +30.3% | +33.2% |
| 3Y | +243.9% | +176.8% | +67.1% | +91.0% |
| All | +243.9% | +177.9% | +66.0% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling