+361.6%
LRCX vs ELV
-2.5%
+364.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.5% | -11.1% | -5.5% |
| 7D | -3.1% | +2.8% | -5.8% | -3.0% |
| 30D | -8.6% | +4.9% | -13.5% | -8.5% |
| 3M | -17.7% | +4.9% | -22.6% | -17.5% |
| 6M | +36.4% | +45.1% | -8.7% | +33.6% |
| YTD | +74.5% | +20.7% | +53.9% | +71.7% |
| 1Y | +159.4% | +35.0% | +124.4% | +153.6% |
| 3Y | +361.6% | -2.4% | +364.0% | +373.0% |
| All | +361.6% | -2.5% | +364.1% | +373.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling