+388.9%
LRCX vs EL
-32.9%
+421.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.4% | -0.7% |
| 7D | +9.5% | -2.4% | +11.9% | +10.2% |
| 30D | +3.1% | +13.7% | -10.6% | -0.6% |
| 3M | -3.4% | +14.5% | -17.9% | -7.2% |
| 6M | +49.7% | +7.4% | +42.3% | +44.9% |
| YTD | +84.9% | -4.7% | +89.6% | +82.4% |
| 1Y | +200.8% | +12.9% | +187.9% | +181.3% |
| All | +388.9% | -32.9% | +421.7% | +356.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling