+42.8%
LRCX vs ETN
-1.0%
+43.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.9% | +5.8% | +6.5% |
| 7D | -12.8% | -10.1% | -2.6% | -3.1% |
| 30D | -36.0% | -18.4% | -17.6% | -20.7% |
| 3M | -30.2% | -20.4% | -9.8% | -11.3% |
| 6M | -14.2% | -16.0% | +1.8% | +3.0% |
| YTD | +29.7% | +11.8% | +18.0% | +11.1% |
| 1Y | +42.8% | -5.5% | +48.3% | +49.3% |
| All | +42.8% | -1.0% | +43.8% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 1y: compounded portfolio wealth divided by compounded ETN 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…
1y analysis · Full analysis span regression · 6 months rolling