+388.9%
LRCX vs ECL
+54.1%
+334.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.5% |
| 7D | +9.5% | -2.7% | +12.3% | +10.8% |
| 30D | +3.1% | -4.3% | +7.4% | +4.8% |
| 3M | -3.4% | +3.2% | -6.6% | -6.4% |
| 6M | +49.7% | -2.9% | +52.6% | +49.6% |
| YTD | +84.9% | +4.3% | +80.6% | +78.2% |
| 1Y | +200.8% | +1.6% | +199.2% | +192.7% |
| All | +388.9% | +54.1% | +334.8% | +299.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling