+329.3%
LRCX vs MULL
+2,481.0%
-2,151.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.2% | +5.1% |
| 7D | +10.4% | +14.0% | -3.6% | +5.9% |
| 30D | +2.9% | +24.8% | -21.9% | -4.9% |
| 3M | -1.2% | -16.1% | +14.9% | -3.7% |
| 6M | +60.9% | +330.9% | -270.0% | -14.1% |
| YTD | +87.5% | +545.0% | -457.5% | -14.5% |
| 1Y | +206.6% | +2,427.1% | -2,220.5% | -14.2% |
| All | +329.3% | +2,481.0% | -2,151.8% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling