+220,578.8%
LRCX vs ECL
+14,227.3%
+206,351.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.2% |
| 7D | +26.2% | -0.5% | +26.7% | +26.6% |
| 30D | -22.4% | +6.6% | -28.9% | -25.3% |
| 3M | -28.2% | +9.6% | -37.9% | -32.4% |
| 6M | -19.0% | +21.6% | -40.6% | -29.2% |
| YTD | +37.0% | +16.9% | +20.1% | +22.8% |
| 1Y | +45.5% | +17.9% | +27.6% | +29.7% |
| 3Y | +249.7% | +76.5% | +173.2% | +141.4% |
| 5Y | +293.9% | +36.6% | +257.2% | +214.3% |
| 10Y | +2,639.6% | +193.2% | +2,446.5% | +1,321.8% |
| All | +220,578.8% | +14,227.3% | +206,351.5% | +24,662.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling