+15,736.1%
LRCX vs EL
+1,821.4%
+13,914.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.8% |
| 7D | +12.7% | +1.5% | +11.2% | +12.0% |
| 30D | -21.3% | +10.0% | -31.3% | -24.6% |
| 3M | -32.9% | +28.4% | -61.3% | -40.8% |
| 6M | -23.4% | +37.1% | -60.5% | -35.2% |
| YTD | +32.4% | +7.8% | +24.5% | +21.3% |
| 1Y | +48.0% | +26.0% | +22.0% | +26.2% |
| 3Y | +243.9% | +3.8% | +240.1% | +193.4% |
| 5Y | +280.6% | -65.2% | +345.8% | +426.3% |
| 10Y | +2,547.5% | +62.1% | +2,485.4% | +1,762.8% |
| All | +15,736.1% | +1,821.4% | +13,914.7% | +3,471.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling