+424.9%
LRCX vs MTB
+101.1%
+323.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.1% | -5.8% |
| 7D | +1.8% | -0.4% | +2.3% | +2.0% |
| 30D | -4.3% | -4.6% | +0.3% | -2.3% |
| 3M | -7.3% | +7.4% | -14.8% | -10.6% |
| 6M | +38.6% | +18.7% | +19.9% | +27.9% |
| YTD | +74.4% | +21.1% | +53.4% | +59.6% |
| 1Y | +179.1% | +24.1% | +155.0% | +152.3% |
| 3Y | +357.7% | +115.3% | +242.3% | +228.0% |
| 5Y | +424.9% | +106.0% | +318.8% | +298.1% |
| All | +424.9% | +101.1% | +323.8% | +298.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling