+3,571.9%
LRCX vs ELF
+303.8%
+3,268.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | -3.1% | -11.6% | +8.6% | -0.2% |
| 30D | -8.6% | +4.6% | -13.2% | -9.8% |
| 3M | -17.7% | +59.7% | -77.4% | -27.4% |
| 6M | +36.4% | +21.2% | +15.1% | +27.8% |
| YTD | +74.5% | +27.4% | +47.1% | +59.9% |
| 1Y | +159.4% | -29.8% | +189.3% | +168.2% |
| 3Y | +361.6% | -28.5% | +390.0% | +332.2% |
| 5Y | +425.2% | +220.0% | +205.2% | +215.0% |
| All | +3,571.9% | +303.8% | +3,268.1% | +1,698.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling