+361.6%
LRCX vs EWJ
+73.0%
+288.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -3.3% |
| 7D | -3.1% | +0.3% | -3.4% | -3.5% |
| 30D | -8.6% | +0.8% | -9.3% | -9.6% |
| 3M | -17.7% | +7.5% | -25.2% | -24.7% |
| 6M | +36.4% | +15.6% | +20.8% | +14.8% |
| YTD | +74.5% | +22.7% | +51.8% | +35.8% |
| 1Y | +159.4% | +26.4% | +133.0% | +95.0% |
| 3Y | +361.6% | +72.5% | +289.1% | +139.7% |
| All | +361.6% | +73.0% | +288.6% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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