+3,866.3%
LRCX vs ES
+83.1%
+3,783.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.0% |
| 7D | +9.5% | 0.0% | +9.5% | +9.5% |
| 30D | +3.1% | -1.0% | +4.1% | +3.3% |
| 3M | -3.4% | +1.5% | -4.9% | -4.3% |
| 6M | +49.7% | -3.5% | +53.2% | +50.1% |
| YTD | +84.9% | +7.0% | +77.9% | +78.9% |
| 1Y | +200.8% | +15.3% | +185.5% | +181.7% |
| 3Y | +385.1% | +30.2% | +354.9% | +319.4% |
| 5Y | +460.5% | -4.3% | +464.8% | +449.3% |
| 10Y | +3,866.3% | +87.5% | +3,778.8% | +3,141.8% |
| All | +3,866.3% | +83.1% | +3,783.2% | +3,141.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling