+478.4%
LRCX vs ES
-2.9%
+481.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.5% | +4.1% |
| 7D | +10.4% | +1.4% | +9.0% | +10.3% |
| 30D | +2.9% | -1.2% | +4.1% | +3.0% |
| 3M | -1.2% | +5.0% | -6.2% | -1.8% |
| 6M | +60.9% | -2.8% | +63.7% | +60.9% |
| YTD | +87.5% | +8.6% | +79.0% | +85.3% |
| 1Y | +206.6% | +18.9% | +187.7% | +198.1% |
| 3Y | +392.1% | +32.1% | +360.0% | +362.7% |
| 5Y | +478.4% | -5.1% | +483.5% | +473.8% |
| All | +478.4% | -2.9% | +481.3% | +473.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling