+416.0%
LRCX vs EFV
+95.9%
+320.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -1.6% |
| 7D | -3.1% | -0.8% | -2.3% | -1.9% |
| 30D | -8.6% | +0.6% | -9.2% | -9.5% |
| 3M | -17.7% | +7.5% | -25.2% | -26.0% |
| 6M | +36.4% | +13.0% | +23.3% | +15.7% |
| YTD | +74.5% | +18.3% | +56.2% | +39.4% |
| 1Y | +159.4% | +26.7% | +132.7% | +88.9% |
| 3Y | +361.6% | +89.6% | +272.0% | +92.7% |
| All | +416.0% | +95.9% | +320.2% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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