+159.4%
LRCX vs ELV
+36.0%
+123.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | +0.1% |
| 7D | -3.1% | +3.2% | -6.3% | -2.6% |
| 30D | -8.6% | +5.4% | -13.9% | -7.9% |
| 3M | -17.7% | +5.4% | -23.0% | -16.5% |
| 6M | +36.4% | +45.7% | -9.4% | +34.1% |
| YTD | +74.5% | +21.2% | +53.3% | +69.2% |
| 1Y | +159.4% | +35.6% | +123.8% | +155.6% |
| All | +159.4% | +36.0% | +123.5% | +155.6% |
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