+424.9%
LRCX vs ESI
+66.0%
+358.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.5% | -1.1% | -1.7% |
| 7D | +1.8% | -2.3% | +4.1% | +4.1% |
| 30D | -4.3% | -9.0% | +4.7% | +4.2% |
| 3M | -7.3% | -13.3% | +5.9% | +7.4% |
| 6M | +38.6% | +5.3% | +33.3% | +35.9% |
| YTD | +74.4% | +37.6% | +36.8% | +35.4% |
| 1Y | +179.1% | +33.6% | +145.5% | +121.6% |
| 3Y | +357.7% | +75.8% | +281.9% | +181.4% |
| 5Y | +424.9% | +68.6% | +356.3% | +234.5% |
| All | +424.9% | +66.0% | +358.9% | +234.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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