+228.8%
MU vs LRCX
+42.8%
+186.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.8% | +0.7% |
| 7D | +12.8% | +12.7% | +0.1% | +0.6% |
| 30D | -14.9% | -21.3% | +6.4% | +6.5% |
| 3M | -18.0% | -32.9% | +14.8% | +18.3% |
| 6M | -3.1% | -23.4% | +20.3% | +25.5% |
| YTD | +172.9% | +32.4% | +140.5% | +102.2% |
| 1Y | +228.8% | +48.0% | +180.8% | +113.7% |
| All | +228.8% | +42.8% | +186.0% | +113.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling