+3,549.0%
LRCX vs ETR
+296.9%
+3,252.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | -3.1% | -1.8% | -1.3% | -2.2% |
| 30D | -8.6% | -1.8% | -6.8% | -7.8% |
| 3M | -17.7% | -3.6% | -14.1% | -16.3% |
| 6M | +36.4% | +2.6% | +33.7% | +34.0% |
| YTD | +74.5% | +16.0% | +58.5% | +62.5% |
| 1Y | +159.4% | +20.1% | +139.3% | +138.1% |
| 3Y | +361.6% | +143.6% | +218.0% | +196.4% |
| 5Y | +425.2% | +124.4% | +300.9% | +244.4% |
| All | +3,549.0% | +296.9% | +3,252.2% | +2,009.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling