+290,000.9%
LRCX vs ES
+1,243.3%
+288,757.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.3% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | +0.1% | -2.0% | +2.0% | +0.7% |
| 3M | -8.5% | +1.7% | -10.2% | -9.6% |
| 6M | +38.1% | -3.5% | +41.6% | +38.4% |
| YTD | +80.1% | +7.9% | +72.2% | +73.5% |
| 1Y | +208.1% | +17.2% | +190.9% | +186.7% |
| 3Y | +350.2% | +29.3% | +320.9% | +292.2% |
| 5Y | +430.7% | -5.7% | +436.4% | +412.5% |
| 10Y | +3,633.2% | +85.2% | +3,548.0% | +2,698.7% |
| All | +290,000.9% | +1,243.3% | +288,757.6% | +116,385.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling