+416.0%
LRCX vs MXL
+40.1%
+376.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.5% | -2.3% |
| 7D | -3.1% | +18.9% | -21.9% | -8.4% |
| 30D | -8.6% | +0.3% | -8.9% | -9.4% |
| 3M | -17.7% | -8.0% | -9.6% | -17.5% |
| 6M | +36.4% | +341.2% | -304.9% | -28.7% |
| YTD | +74.5% | +327.8% | -253.3% | -7.7% |
| 1Y | +159.4% | +364.9% | -205.5% | +31.7% |
| 3Y | +361.6% | +229.2% | +132.4% | +121.7% |
| All | +416.0% | +40.1% | +376.0% | +271.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling