+3,845.2%
LRCX vs ELF
+334.6%
+3,510.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.9% | +9.0% | +5.3% |
| 7D | +10.4% | -1.2% | +11.6% | +10.6% |
| 30D | +2.9% | +5.9% | -3.0% | +1.1% |
| 3M | -1.2% | +99.5% | -100.7% | -17.4% |
| 6M | +60.9% | +26.5% | +34.3% | +49.0% |
| YTD | +87.5% | +37.2% | +50.4% | +68.7% |
| 1Y | +206.6% | -24.4% | +231.1% | +211.3% |
| 3Y | +392.1% | -23.3% | +415.4% | +353.1% |
| 5Y | +478.4% | +245.2% | +233.3% | +240.5% |
| All | +3,845.2% | +334.6% | +3,510.6% | +1,798.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling