+38.2%
IWM vs LRCX
+421.4%
-383.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | +0.5% |
| 7D | -2.5% | +1.8% | -4.4% | -3.1% |
| 30D | -4.4% | -4.3% | -0.1% | -3.6% |
| 3M | +2.2% | -7.3% | +9.6% | +1.6% |
| 6M | +14.0% | +38.6% | -24.5% | -0.8% |
| YTD | +17.4% | +74.4% | -57.1% | -6.1% |
| 1Y | +22.9% | +179.1% | -156.2% | -16.2% |
| 3Y | +62.1% | +357.7% | -295.6% | -11.7% |
| 5Y | +38.2% | +424.9% | -386.7% | -32.4% |
| All | +38.2% | +421.4% | -383.2% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling