+416.0%
LRCX vs MTUM
+78.7%
+337.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -2.1% |
| 7D | -3.1% | +0.7% | -3.8% | -4.1% |
| 30D | -8.6% | -2.4% | -6.1% | -4.3% |
| 3M | -17.7% | -3.6% | -14.0% | -9.0% |
| 6M | +36.4% | +23.7% | +12.7% | +4.6% |
| YTD | +74.5% | +22.9% | +51.6% | +37.2% |
| 1Y | +159.4% | +21.8% | +137.7% | +108.8% |
| 3Y | +361.6% | +114.4% | +247.1% | +69.6% |
| All | +416.0% | +78.7% | +337.4% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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