+304.3%
LRCX vs ESTC
-51.0%
+355.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.0% |
| 7D | +6.5% | -2.6% | +9.2% | +7.6% |
| 30D | -23.8% | -8.6% | -15.2% | -21.9% |
| 3M | -24.2% | +14.4% | -38.5% | -27.4% |
| 6M | -20.2% | +73.3% | -93.5% | -32.3% |
| YTD | +38.2% | +15.7% | +22.5% | +28.5% |
| 1Y | +48.9% | -7.6% | +56.4% | +47.2% |
| 3Y | +252.8% | +14.6% | +238.2% | +197.8% |
| 5Y | +304.3% | -50.0% | +354.4% | +279.5% |
| All | +304.3% | -51.0% | +355.3% | +279.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling