+468.6%
LRCX vs ECL
+28.1%
+440.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | +10.4% | -0.8% | +11.2% | +10.9% |
| 30D | +2.9% | -2.5% | +5.4% | +4.2% |
| 3M | -1.2% | +8.3% | -9.5% | -7.8% |
| 6M | +60.9% | -1.1% | +61.9% | +59.5% |
| YTD | +87.5% | +6.5% | +81.0% | +76.8% |
| 1Y | +206.6% | +2.1% | +204.6% | +195.9% |
| 3Y | +392.1% | +57.6% | +334.5% | +241.8% |
| All | +468.6% | +28.1% | +440.5% | +294.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling