+1,591.5%
LRCX vs ESTC
+25.9%
+1,565.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.3% | -3.1% |
| 7D | +12.7% | +2.4% | +10.3% | +12.0% |
| 30D | -21.3% | -4.2% | -17.0% | -20.0% |
| 3M | -32.9% | +2.5% | -35.4% | -34.2% |
| 6M | -23.4% | +81.5% | -104.9% | -38.2% |
| YTD | +32.4% | +16.8% | +15.5% | +19.7% |
| 1Y | +48.0% | -3.5% | +51.5% | +41.9% |
| 3Y | +243.9% | +17.7% | +226.2% | +176.5% |
| 5Y | +280.6% | -51.7% | +332.4% | +289.4% |
| All | +1,591.5% | +25.9% | +1,565.6% | +901.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling