+166.4%
IWM vs LRCX
+3,687.9%
-3,521.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.4% | -3.1% | +0.7% | -1.5% |
| 30D | -4.6% | -8.6% | +4.0% | -2.3% |
| 3M | -0.3% | -17.7% | +17.4% | +3.1% |
| 6M | +14.7% | +36.4% | -21.6% | -0.8% |
| YTD | +17.8% | +74.5% | -56.7% | -7.2% |
| 1Y | +21.2% | +159.4% | -138.2% | -17.3% |
| 3Y | +62.3% | +361.6% | -299.2% | -14.0% |
| 5Y | +38.7% | +425.2% | -386.5% | -33.2% |
| All | +166.4% | +3,687.9% | -3,521.6% | -36.0% |
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