+48.0%
LRCX vs ES
+2.1%
+45.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.0% |
| 7D | +12.7% | +2.7% | +10.0% | +14.2% |
| 30D | -21.3% | +7.6% | -28.8% | -18.2% |
| 3M | -32.9% | +0.5% | -33.4% | -31.5% |
| 6M | -23.4% | +7.6% | -31.0% | -21.3% |
| YTD | +32.4% | +10.2% | +22.1% | +36.4% |
| 1Y | +48.0% | +1.8% | +46.2% | +51.3% |
| All | +48.0% | +2.1% | +45.9% | +51.3% |
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