+878.4%
MSFT vs LRCX
+3,687.9%
-2,809.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -0.8% | -3.1% | +2.3% | 0.0% |
| 30D | +0.8% | -8.6% | +9.4% | +3.1% |
| 3M | +27.2% | -17.7% | +44.9% | +30.6% |
| 6M | +22.9% | +36.4% | -13.4% | +4.0% |
| YTD | +3.1% | +74.5% | -71.4% | -21.6% |
| 1Y | -0.3% | +159.4% | -159.7% | -35.3% |
| 3Y | +50.1% | +361.6% | -311.5% | -26.9% |
| 5Y | +74.6% | +425.2% | -350.6% | -23.3% |
| All | +878.4% | +3,687.9% | -2,809.6% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LRCX.
Daily Out/Under-Performance
Portfolio return minus LRCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LRCX 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 LRCX 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