+3,549.0%
LRCX vs ECL
+160.1%
+3,389.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -1.1% |
| 7D | -3.1% | -1.1% | -2.0% | -2.3% |
| 30D | -8.6% | -0.8% | -7.7% | -8.3% |
| 3M | -17.7% | +5.0% | -22.7% | -22.1% |
| 6M | +36.4% | +0.2% | +36.1% | +33.8% |
| YTD | +74.5% | +5.8% | +68.8% | +64.3% |
| 1Y | +159.4% | +1.5% | +157.9% | +150.0% |
| 3Y | +361.6% | +55.0% | +306.6% | +215.3% |
| 5Y | +425.2% | +29.3% | +396.0% | +303.6% |
| All | +3,549.0% | +160.1% | +3,389.0% | +1,624.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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