+299.3%
LRCX vs MULL
+2,366.2%
-2,066.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -9.3% | +3.7% | -2.8% |
| 7D | +1.8% | +3.6% | -1.8% | +0.5% |
| 30D | -4.3% | +22.0% | -26.3% | -11.0% |
| 3M | -7.3% | -8.6% | +1.3% | -11.7% |
| 6M | +38.6% | +248.5% | -210.0% | -21.0% |
| YTD | +74.4% | +516.3% | -441.9% | -19.5% |
| 1Y | +179.1% | +2,036.6% | -1,857.5% | -17.7% |
| All | +299.3% | +2,366.2% | -2,066.9% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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