+42.8%
LRCX vs ELV
+42.6%
+0.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.9% | -9.0% | -2.9% |
| 7D | -12.8% | +4.8% | -17.5% | -11.8% |
| 30D | -36.0% | +10.1% | -46.0% | -34.6% |
| 3M | -30.2% | +15.4% | -45.6% | -28.3% |
| 6M | -14.2% | +17.7% | -31.9% | -11.9% |
| YTD | +29.7% | +25.7% | +4.1% | +27.3% |
| 1Y | +42.8% | +39.9% | +2.9% | +40.8% |
| All | +42.8% | +42.6% | +0.2% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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