+416.0%
LRCX vs EFX
-36.2%
+452.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -3.1% | -4.5% | +1.5% | -1.4% |
| 30D | -8.6% | -6.1% | -2.5% | -7.1% |
| 3M | -17.7% | +6.2% | -23.9% | -23.2% |
| 6M | +36.4% | -11.2% | +47.6% | +37.3% |
| YTD | +74.5% | -21.4% | +96.0% | +85.0% |
| 1Y | +159.4% | -34.3% | +193.8% | +203.3% |
| 3Y | +361.6% | -12.5% | +374.1% | +324.6% |
| All | +416.0% | -36.2% | +452.2% | +469.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling