+243.9%
LRCX vs EL
+3.0%
+241.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.7% |
| 7D | +12.7% | +1.5% | +11.2% | +12.3% |
| 30D | -21.3% | +10.0% | -31.3% | -23.2% |
| 3M | -32.9% | +28.4% | -61.3% | -37.6% |
| 6M | -23.4% | +37.1% | -60.5% | -30.7% |
| YTD | +32.4% | +7.8% | +24.5% | +26.2% |
| 1Y | +48.0% | +26.0% | +22.0% | +33.9% |
| 3Y | +243.9% | +3.8% | +240.1% | +190.0% |
| All | +243.9% | +3.0% | +241.0% | +190.0% |
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