+4,407.5%
MU vs LRCX
+2,539.1%
+1,868.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.8% | +0.3% |
| 7D | +12.8% | +12.7% | +0.1% | +2.2% |
| 30D | -14.9% | -21.3% | +6.4% | +3.6% |
| 3M | -18.0% | -32.9% | +14.8% | +12.7% |
| 6M | -3.1% | -23.4% | +20.3% | +22.8% |
| YTD | +172.9% | +32.4% | +140.5% | +122.6% |
| 1Y | +228.8% | +48.0% | +180.8% | +146.5% |
| 3Y | +950.8% | +243.9% | +706.9% | +313.4% |
| 5Y | +931.3% | +280.6% | +650.7% | +255.2% |
| All | +4,407.5% | +2,539.1% | +1,868.4% | +185.1% |
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 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