+303.5%
EWY vs LRCX
+3,687.9%
-3,384.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.2% | +3.2% |
| 7D | -0.1% | -3.1% | +3.0% | +1.1% |
| 30D | +7.3% | -8.6% | +15.9% | +11.0% |
| 3M | -5.1% | -17.7% | +12.5% | +2.3% |
| 6M | +42.1% | +36.4% | +5.7% | +28.8% |
| YTD | +94.1% | +74.5% | +19.6% | +61.1% |
| 1Y | +147.8% | +159.4% | -11.6% | +78.8% |
| 3Y | +222.9% | +361.6% | -138.7% | +81.9% |
| 5Y | +150.6% | +425.2% | -274.6% | +27.8% |
| All | +303.5% | +3,687.9% | -3,384.4% | -5.3% |
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