+416.0%
LRCX vs ELAN
-30.9%
+447.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | -3.1% | -5.4% | +2.4% | -1.1% |
| 30D | -8.6% | +4.7% | -13.3% | -10.4% |
| 3M | -17.7% | -3.7% | -14.0% | -17.5% |
| 6M | +36.4% | -1.2% | +37.5% | +35.0% |
| YTD | +74.5% | +2.4% | +72.2% | +70.8% |
| 1Y | +159.4% | +23.4% | +136.1% | +137.1% |
| 3Y | +361.6% | +96.7% | +264.9% | +228.5% |
| All | +416.0% | -30.9% | +447.0% | +511.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 5y: compounded portfolio wealth divided by compounded ELAN 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…
5y analysis · Full analysis span regression · 6 months rolling