+2,201.0%
LRCX vs ESTC
+31.2%
+2,169.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.5% | +9.6% | +6.4% |
| 7D | +1.9% | -8.1% | +10.0% | +4.3% |
| 30D | +0.1% | +31.7% | -31.6% | -9.4% |
| 3M | -8.5% | +41.1% | -49.5% | -19.5% |
| 6M | +38.1% | +77.1% | -39.0% | +10.6% |
| YTD | +80.1% | +21.7% | +58.4% | +60.8% |
| 1Y | +208.1% | +8.4% | +199.7% | +182.6% |
| 3Y | +350.2% | +23.6% | +326.6% | +253.5% |
| 5Y | +430.7% | -46.5% | +477.1% | +420.0% |
| All | +2,201.0% | +31.2% | +2,169.8% | +1,244.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling