+388.9%
LRCX vs ELF
-27.2%
+416.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.6% | -0.6% |
| 7D | +9.5% | -6.8% | +16.3% | +11.1% |
| 30D | +3.1% | +5.1% | -2.0% | +1.7% |
| 3M | -3.4% | +79.8% | -83.2% | -15.4% |
| 6M | +49.7% | +29.7% | +20.0% | +39.5% |
| YTD | +84.9% | +31.6% | +53.2% | +70.0% |
| 1Y | +200.8% | -27.9% | +228.7% | +207.7% |
| All | +388.9% | -27.2% | +416.0% | +369.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling