+280,910.8%
LRCX vs ETN
+19,968.1%
+260,942.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.2% | -4.6% |
| 7D | +1.8% | +3.0% | -1.2% | -0.1% |
| 30D | -4.3% | -10.9% | +6.6% | +3.7% |
| 3M | -7.3% | +9.2% | -16.6% | -11.2% |
| 6M | +38.6% | +13.9% | +24.6% | +29.9% |
| YTD | +74.4% | +29.5% | +44.9% | +50.5% |
| 1Y | +179.1% | +14.2% | +164.9% | +163.0% |
| 3Y | +357.7% | +79.9% | +277.8% | +222.2% |
| 5Y | +424.9% | +175.7% | +249.2% | +182.8% |
| 10Y | +3,642.4% | +693.2% | +2,949.1% | +938.4% |
| All | +280,910.8% | +19,968.1% | +260,942.7% | +11,988.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling