+388.9%
LRCX vs ESTC
+11.0%
+377.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.2% |
| 7D | +9.5% | -3.3% | +12.9% | +9.9% |
| 30D | +3.1% | +13.4% | -10.4% | +0.7% |
| 3M | -3.4% | +41.3% | -44.7% | -8.8% |
| 6M | +49.7% | +62.6% | -12.9% | +37.2% |
| YTD | +84.9% | +14.8% | +70.1% | +80.0% |
| 1Y | +200.8% | -5.1% | +205.9% | +203.4% |
| All | +388.9% | +11.0% | +377.9% | +378.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling