+277.1%
LRCX vs ESI
+36.5%
+240.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.6% | -2.7% |
| 7D | +12.7% | +5.5% | +7.2% | +7.7% |
| 30D | -21.3% | -7.8% | -13.5% | -14.1% |
| 3M | -32.9% | -15.0% | -17.9% | -21.4% |
| 6M | -23.4% | -24.9% | +1.5% | +1.9% |
| YTD | +32.4% | +33.2% | -0.9% | +6.2% |
| 1Y | +48.0% | +24.9% | +23.1% | +25.0% |
| 3Y | +243.9% | +77.8% | +166.2% | +107.6% |
| All | +277.1% | +36.5% | +240.6% | +167.7% |
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