+49.7%
LRCX vs EME
+8.6%
+41.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | +1.4% |
| 7D | +9.5% | +2.7% | +6.8% | +6.3% |
| 30D | +3.1% | -6.8% | +9.9% | +11.8% |
| 3M | -3.4% | -8.8% | +5.4% | +11.4% |
| 6M | +49.7% | +5.0% | +44.7% | +42.3% |
| All | +49.7% | +8.6% | +41.1% | +42.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling