+2,520.1%
LRCX vs EMB
+36.5%
+2,483.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.1% | -2.9% |
| 7D | +12.7% | -0.9% | +13.6% | +14.8% |
| 30D | -21.3% | +0.4% | -21.6% | -21.8% |
| 3M | -32.9% | -3.1% | -29.8% | -28.7% |
| 6M | -23.4% | -2.1% | -21.3% | -19.7% |
| YTD | +32.4% | -1.1% | +33.5% | +37.6% |
| 1Y | +48.0% | -0.1% | +48.1% | +51.2% |
| 3Y | +243.9% | +29.6% | +214.4% | +122.4% |
| 5Y | +280.6% | +7.2% | +273.4% | +259.7% |
| All | +2,520.1% | +36.5% | +2,483.6% | +1,595.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling