+62.3%
IWM vs LRCX
+354.8%
-292.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.4% | -3.1% | +0.7% | -1.8% |
| 30D | -4.6% | -8.6% | +4.0% | -2.8% |
| 3M | -0.3% | -17.7% | +17.4% | +2.5% |
| 6M | +14.7% | +36.4% | -21.6% | +2.1% |
| YTD | +17.8% | +74.5% | -56.7% | -3.0% |
| 1Y | +21.2% | +159.4% | -138.2% | -11.4% |
| 3Y | +62.3% | +361.6% | -299.2% | -8.2% |
| All | +62.3% | +354.8% | -292.4% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling