+804.2%
IWM vs LRCX
+13,283.9%
-12,479.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.6% | -1.7% |
| 7D | +1.4% | +10.4% | -9.0% | -1.6% |
| 30D | -2.3% | +2.9% | -5.2% | -3.5% |
| 3M | +4.0% | -1.2% | +5.1% | +1.5% |
| 6M | +17.9% | +60.9% | -42.9% | -1.6% |
| YTD | +20.2% | +87.5% | -67.3% | -5.3% |
| 1Y | +25.0% | +206.6% | -181.7% | -15.9% |
| 3Y | +66.0% | +392.1% | -326.1% | -7.4% |
| 5Y | +40.0% | +478.4% | -438.4% | -28.5% |
| 10Y | +166.9% | +3,821.0% | -3,654.1% | -28.3% |
| All | +804.2% | +13,283.9% | -12,479.8% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LRCX.
Daily Out/Under-Performance
Portfolio return minus LRCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LRCX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded LRCX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling