+361.6%
LRCX vs ETN
+86.8%
+274.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -3.8% |
| 7D | -3.1% | +3.5% | -6.6% | -6.3% |
| 30D | -8.6% | -7.5% | -1.0% | -1.4% |
| 3M | -17.7% | +8.3% | -26.0% | -22.9% |
| 6M | +36.4% | +20.2% | +16.2% | +16.6% |
| YTD | +74.5% | +34.7% | +39.9% | +34.6% |
| 1Y | +159.4% | +19.4% | +140.0% | +123.7% |
| 3Y | +361.6% | +85.5% | +276.1% | +175.6% |
| All | +361.6% | +86.8% | +274.8% | +175.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling