+446.3%
LRCX vs MS
+145.3%
+301.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.9% | +4.9% |
| 7D | +1.9% | +1.4% | +0.5% | +0.8% |
| 30D | +0.1% | -0.3% | +0.3% | +0.3% |
| 3M | -8.5% | +0.3% | -8.8% | -8.1% |
| 6M | +38.1% | +31.3% | +6.7% | +12.4% |
| YTD | +80.1% | +24.7% | +55.4% | +52.1% |
| 1Y | +208.1% | +47.9% | +160.1% | +129.3% |
| 3Y | +350.2% | +178.3% | +171.9% | +103.0% |
| All | +446.3% | +145.3% | +301.1% | +154.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling