+208.1%
LRCX vs ES
+16.6%
+191.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.0% |
| 7D | +1.9% | +0.3% | +1.6% | +2.0% |
| 30D | +0.1% | -2.0% | +2.0% | -0.3% |
| 3M | -8.5% | +1.7% | -10.2% | -8.5% |
| 6M | +38.1% | -3.5% | +41.6% | +37.8% |
| YTD | +80.1% | +7.9% | +72.2% | +80.0% |
| 1Y | +208.1% | +17.2% | +190.9% | +196.7% |
| All | +208.1% | +16.6% | +191.5% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling