+416.0%
LRCX vs ELF
+217.5%
+198.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | -3.1% | -11.6% | +8.6% | -0.1% |
| 30D | -8.6% | +4.6% | -13.2% | -9.9% |
| 3M | -17.7% | +59.7% | -77.4% | -27.7% |
| 6M | +36.4% | +21.2% | +15.1% | +27.5% |
| YTD | +74.5% | +27.4% | +47.1% | +59.2% |
| 1Y | +159.4% | -29.8% | +189.3% | +169.0% |
| 3Y | +361.6% | -28.5% | +390.0% | +321.7% |
| All | +416.0% | +217.5% | +198.5% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling