+2,024.4%
LRCX vs ELAN
-28.2%
+2,052.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.5% |
| 7D | -3.1% | -5.4% | +2.4% | -0.9% |
| 30D | -8.6% | +4.7% | -13.3% | -10.6% |
| 3M | -17.7% | -3.7% | -14.0% | -17.5% |
| 6M | +36.4% | -1.2% | +37.5% | +34.9% |
| YTD | +74.5% | +2.4% | +72.2% | +70.4% |
| 1Y | +159.4% | +23.4% | +136.1% | +134.7% |
| 3Y | +361.6% | +96.7% | +264.9% | +216.4% |
| 5Y | +425.2% | -30.6% | +455.8% | +468.7% |
| All | +2,024.4% | -28.2% | +2,052.6% | +1,797.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling