+3,549.0%
LRCX vs EFX
+42.6%
+3,506.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | -3.1% | -4.5% | +1.5% | -1.1% |
| 30D | -8.6% | -6.1% | -2.5% | -6.8% |
| 3M | -17.7% | +6.2% | -23.9% | -23.6% |
| 6M | +36.4% | -11.2% | +47.6% | +36.8% |
| YTD | +74.5% | -21.4% | +96.0% | +84.1% |
| 1Y | +159.4% | -34.3% | +193.8% | +200.4% |
| 3Y | +361.6% | -12.5% | +374.1% | +333.2% |
| 5Y | +425.2% | -35.6% | +460.8% | +479.4% |
| All | +3,549.0% | +42.6% | +3,506.5% | +2,354.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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