+3,549.0%
LRCX vs MXL
+313.4%
+3,235.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.5% | -2.6% |
| 7D | -3.1% | +18.9% | -21.9% | -9.1% |
| 30D | -8.6% | +0.3% | -8.9% | -9.6% |
| 3M | -17.7% | -8.0% | -9.6% | -17.8% |
| 6M | +36.4% | +341.2% | -304.9% | -36.7% |
| YTD | +74.5% | +327.8% | -253.3% | -18.0% |
| 1Y | +159.4% | +364.9% | -205.5% | +16.3% |
| 3Y | +361.6% | +229.2% | +132.4% | +94.0% |
| 5Y | +425.2% | +42.8% | +382.5% | +202.4% |
| All | +3,549.0% | +313.4% | +3,235.7% | +982.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling