+361.6%
LRCX vs EOSE
+42.6%
+319.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -3.1% | +1.8% | -4.9% | -3.3% |
| 30D | -8.6% | -6.8% | -1.7% | -8.1% |
| 3M | -17.7% | -36.3% | +18.6% | -13.7% |
| 6M | +36.4% | -38.8% | +75.1% | +41.8% |
| YTD | +74.5% | -65.5% | +140.1% | +89.4% |
| 1Y | +159.4% | -45.3% | +204.7% | +167.2% |
| 3Y | +361.6% | +44.2% | +317.4% | +297.4% |
| All | +361.6% | +42.6% | +319.0% | +297.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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