+361.6%
LRCX vs EME
+252.2%
+109.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -3.2% |
| 7D | -3.1% | +3.5% | -6.6% | -5.6% |
| 30D | -8.6% | -6.3% | -2.2% | -4.0% |
| 3M | -17.7% | -3.8% | -13.9% | -14.3% |
| 6M | +36.4% | +8.5% | +27.8% | +32.3% |
| YTD | +74.5% | +27.8% | +46.7% | +54.2% |
| 1Y | +159.4% | +22.2% | +137.2% | +129.9% |
| 3Y | +361.6% | +253.5% | +108.1% | +138.2% |
| All | +361.6% | +252.2% | +109.3% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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