+73.5%
MSFT vs LRCX
+421.4%
-347.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +1.5% |
| 7D | -3.5% | +1.8% | -5.3% | -4.0% |
| 30D | -2.1% | -4.3% | +2.2% | -1.5% |
| 3M | +24.2% | -7.3% | +31.5% | +22.1% |
| 6M | +21.9% | +38.6% | -16.7% | +5.2% |
| YTD | +2.5% | +74.4% | -72.0% | -19.1% |
| 1Y | -0.8% | +179.1% | -179.9% | -34.0% |
| 3Y | +50.8% | +357.7% | -306.9% | -21.9% |
| 5Y | +73.5% | +424.9% | -351.4% | -20.1% |
| All | +73.5% | +421.4% | -347.9% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling