+21,442.1%
LRCX vs EL
+1,685.7%
+19,756.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.0% | +2.1% | +3.8% |
| 7D | +1.9% | +0.8% | +1.1% | +1.6% |
| 30D | +0.1% | +19.8% | -19.8% | -8.6% |
| 3M | -8.5% | +25.7% | -34.2% | -18.6% |
| 6M | +38.1% | +5.4% | +32.6% | +30.8% |
| YTD | +80.1% | +0.2% | +79.9% | +71.3% |
| 1Y | +208.1% | +20.4% | +187.6% | +167.3% |
| 3Y | +350.2% | -32.1% | +382.3% | +360.5% |
| 5Y | +430.7% | -67.2% | +497.9% | +654.9% |
| 10Y | +3,633.2% | +31.7% | +3,601.5% | +2,779.4% |
| All | +21,442.1% | +1,685.7% | +19,756.4% | +4,941.1% |
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 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