+42.8%
LRCX vs ELF
-3.2%
+46.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.9% | -4.3% |
| 7D | -12.8% | -1.5% | -11.2% | -12.6% |
| 30D | -36.0% | +9.5% | -45.5% | -37.0% |
| 3M | -30.2% | +29.4% | -59.6% | -33.3% |
| 6M | -14.2% | +83.7% | -97.9% | -23.4% |
| YTD | +29.7% | +49.4% | -19.7% | +17.9% |
| 1Y | +42.8% | -3.9% | +46.7% | +35.8% |
| All | +42.8% | -3.2% | +46.0% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling