+3,549.0%
LRCX vs EMR
+284.0%
+3,265.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -2.0% |
| 7D | -3.1% | -0.4% | -2.7% | -2.8% |
| 30D | -8.6% | -6.8% | -1.8% | -3.3% |
| 3M | -17.7% | +7.5% | -25.2% | -22.0% |
| 6M | +36.4% | +9.9% | +26.5% | +28.2% |
| YTD | +74.5% | +16.0% | +58.6% | +55.6% |
| 1Y | +159.4% | +12.4% | +147.0% | +136.8% |
| 3Y | +361.6% | +60.2% | +301.3% | +220.3% |
| 5Y | +425.2% | +67.9% | +357.4% | +252.3% |
| All | +3,549.0% | +284.0% | +3,265.0% | +1,428.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded EMR 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling