+8,415.3%
LRCX vs MTUM
+604.3%
+7,811.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -1.8% |
| 7D | -3.1% | +0.7% | -3.8% | -4.0% |
| 30D | -8.6% | -2.4% | -6.1% | -4.7% |
| 3M | -17.7% | -3.6% | -14.0% | -9.6% |
| 6M | +36.4% | +23.7% | +12.7% | +7.5% |
| YTD | +74.5% | +22.9% | +51.6% | +40.8% |
| 1Y | +159.4% | +21.8% | +137.7% | +114.1% |
| 3Y | +361.6% | +114.4% | +247.1% | +82.2% |
| 5Y | +425.2% | +79.6% | +345.7% | +169.6% |
| 10Y | +3,645.0% | +356.2% | +3,288.7% | +537.4% |
| All | +8,415.3% | +604.3% | +7,811.0% | +822.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling