+159.4%
LRCX vs EL
+12.6%
+146.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -3.1% | -6.5% | +3.4% | -2.1% |
| 30D | -8.6% | +11.1% | -19.7% | -9.8% |
| 3M | -17.7% | +10.7% | -28.4% | -18.5% |
| 6M | +36.4% | +6.9% | +29.5% | +33.7% |
| YTD | +74.5% | -6.3% | +80.8% | +70.9% |
| 1Y | +159.4% | +13.5% | +146.0% | +148.2% |
| All | +159.4% | +12.6% | +146.8% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling