+392.1%
LRCX vs ES
+33.1%
+359.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.5% | +4.2% |
| 7D | +10.4% | +1.4% | +9.0% | +10.5% |
| 30D | +2.9% | -1.2% | +4.1% | +2.8% |
| 3M | -1.2% | +5.0% | -6.2% | -1.0% |
| 6M | +60.9% | -2.8% | +63.7% | +60.8% |
| YTD | +87.5% | +8.6% | +79.0% | +87.8% |
| 1Y | +206.6% | +18.9% | +187.7% | +206.5% |
| 3Y | +392.1% | +32.1% | +360.0% | +374.6% |
| All | +392.1% | +33.1% | +359.0% | +374.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling