+361.6%
LRCX vs MTB
+114.2%
+247.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -8.6% | -4.8% | -3.8% | -6.3% |
| 3M | -17.7% | +6.0% | -23.6% | -20.6% |
| 6M | +36.4% | +19.6% | +16.7% | +23.7% |
| YTD | +74.5% | +21.5% | +53.1% | +57.2% |
| 1Y | +159.4% | +24.7% | +134.7% | +130.1% |
| 3Y | +361.6% | +108.6% | +253.0% | +230.8% |
| All | +361.6% | +114.2% | +247.4% | +230.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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