+5,744.5%
MU vs LRCX
+3,685.3%
+2,059.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.6% | +0.7% | -0.2% |
| 7D | +2.0% | +1.8% | +0.2% | +0.3% |
| 30D | +12.5% | -4.3% | +16.8% | +16.1% |
| 3M | +9.6% | -7.3% | +16.9% | +17.9% |
| 6M | +142.6% | +38.6% | +104.0% | +90.7% |
| YTD | +242.7% | +74.4% | +168.2% | +123.9% |
| 1Y | +599.3% | +179.1% | +420.2% | +216.9% |
| 3Y | +1,308.3% | +357.7% | +950.6% | +337.8% |
| 5Y | +1,263.7% | +424.9% | +838.8% | +262.1% |
| All | +5,744.5% | +3,685.3% | +2,059.2% | +190.6% |
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