+2,130.4%
LRCX vs ESTC
+19.1%
+2,111.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.1% | -9.2% | +6.1% | -0.3% |
| 30D | -8.6% | +8.1% | -16.6% | -12.1% |
| 3M | -17.7% | +38.5% | -56.2% | -27.4% |
| 6M | +36.4% | +57.8% | -21.4% | +13.2% |
| YTD | +74.5% | +10.5% | +64.0% | +60.2% |
| 1Y | +159.4% | -6.4% | +165.8% | +149.2% |
| 3Y | +361.6% | +4.7% | +356.9% | +283.4% |
| 5Y | +425.2% | -47.8% | +473.0% | +414.2% |
| All | +2,130.4% | +19.1% | +2,111.3% | +1,240.0% |
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