+28,956.0%
LRCX vs EME
+61,154.1%
-32,198.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.3% |
| 7D | +9.5% | +2.7% | +6.8% | +8.3% |
| 30D | +3.1% | -6.8% | +9.9% | +6.5% |
| 3M | -3.4% | -8.8% | +5.4% | +2.2% |
| 6M | +49.7% | +5.0% | +44.7% | +49.6% |
| YTD | +84.9% | +23.5% | +61.4% | +73.0% |
| 1Y | +200.8% | +21.3% | +179.5% | +181.6% |
| 3Y | +385.1% | +241.1% | +144.0% | +187.8% |
| 5Y | +460.5% | +549.2% | -88.7% | +154.9% |
| 10Y | +3,866.3% | +1,306.4% | +2,559.9% | +1,197.3% |
| All | +28,956.0% | +61,154.1% | -32,198.1% | +4,340.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling