+143.5%
IWM vs LRCX
+2,539.1%
-2,395.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.0% | +0.7% |
| 7D | +1.4% | +12.7% | -11.3% | -2.3% |
| 30D | +2.3% | -21.3% | +23.5% | +8.6% |
| 3M | -8.3% | -32.9% | +24.6% | +1.5% |
| 6M | -1.3% | -23.4% | +22.1% | +1.5% |
| YTD | +13.5% | +32.4% | -18.9% | -4.4% |
| 1Y | +18.4% | +48.0% | -29.6% | -4.3% |
| 3Y | +69.6% | +243.9% | -174.3% | -2.9% |
| 5Y | +23.3% | +280.6% | -257.3% | -35.4% |
| All | +143.5% | +2,539.1% | -2,395.6% | -33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling