+1,384.0%
MU vs LRCX
+381.6%
+1,002.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +4.1% |
| 7D | +7.5% | +9.5% | -2.0% | -1.7% |
| 30D | +19.4% | +3.1% | +16.3% | +15.1% |
| 3M | +9.8% | -3.4% | +13.2% | +13.7% |
| 6M | +164.1% | +49.7% | +114.5% | +84.0% |
| YTD | +260.3% | +84.9% | +175.5% | +105.0% |
| 1Y | +661.2% | +200.8% | +460.3% | +178.4% |
| All | +1,384.0% | +381.6% | +1,002.4% | +281.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling