+416.0%
LRCX vs EMR
+66.6%
+349.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -2.3% |
| 7D | -3.1% | -0.4% | -2.7% | -2.7% |
| 30D | -8.6% | -6.8% | -1.8% | -2.5% |
| 3M | -17.7% | +7.5% | -25.2% | -22.8% |
| 6M | +36.4% | +9.9% | +26.5% | +26.5% |
| YTD | +74.5% | +16.0% | +58.6% | +51.7% |
| 1Y | +159.4% | +12.4% | +147.0% | +131.4% |
| 3Y | +361.6% | +60.2% | +301.3% | +196.6% |
| All | +416.0% | +66.6% | +349.4% | +208.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling