+3,549.0%
LRCX vs EWZ
+94.8%
+3,454.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.6% |
| 7D | -3.1% | +0.9% | -3.9% | -3.5% |
| 30D | -8.6% | +12.8% | -21.3% | -14.5% |
| 3M | -17.7% | +10.8% | -28.4% | -22.2% |
| 6M | +36.4% | +2.5% | +33.8% | +34.9% |
| YTD | +74.5% | +21.4% | +53.2% | +58.9% |
| 1Y | +159.4% | +32.8% | +126.7% | +125.2% |
| 3Y | +361.6% | +45.2% | +316.4% | +278.4% |
| 5Y | +425.2% | +63.0% | +362.3% | +291.5% |
| All | +3,549.0% | +94.8% | +3,454.3% | +2,302.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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