+293.9%
LRCX vs MSI
+126.2%
+167.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | +26.2% | +2.6% | +23.6% | +24.7% |
| 30D | -22.4% | +18.1% | -40.5% | -29.5% |
| 3M | -28.2% | +13.2% | -41.4% | -33.7% |
| 6M | -19.0% | +36.3% | -55.3% | -34.2% |
| YTD | +37.0% | +39.5% | -2.5% | +6.8% |
| 1Y | +45.5% | +36.9% | +8.6% | +14.9% |
| 3Y | +249.7% | +76.1% | +173.6% | +110.6% |
| 5Y | +293.9% | +123.7% | +170.1% | +80.0% |
| All | +293.9% | +126.2% | +167.6% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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