+131,933.8%
MSFT vs LRCX
+316,096.8%
-184,163.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.3% | -2.1% |
| 7D | -1.4% | +10.4% | -11.8% | -3.8% |
| 30D | -1.0% | +2.9% | -3.9% | -2.1% |
| 3M | +20.2% | -1.2% | +21.4% | +17.6% |
| 6M | +21.3% | +60.9% | -39.6% | +4.0% |
| YTD | +2.8% | +87.5% | -84.8% | -16.0% |
| 1Y | 0.0% | +206.6% | -206.7% | -28.2% |
| 3Y | +51.2% | +392.1% | -340.9% | -6.4% |
| 5Y | +71.4% | +478.4% | -407.0% | -0.2% |
| 10Y | +868.6% | +3,821.0% | -2,952.4% | +248.5% |
| All | +131,933.8% | +316,096.8% | -184,163.0% | +15,123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling