+808.3%
IWM vs LRCX
+12,750.5%
-11,942.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -1.2% |
| 7D | +0.1% | +1.9% | -1.8% | -0.5% |
| 30D | -1.3% | +0.1% | -1.3% | -1.6% |
| 3M | +1.6% | -8.5% | +10.1% | +1.4% |
| 6M | +13.6% | +38.1% | -24.5% | -0.9% |
| YTD | +20.8% | +80.1% | -59.3% | -3.7% |
| 1Y | +26.4% | +208.1% | -181.6% | -15.1% |
| 3Y | +60.7% | +350.2% | -289.5% | -7.9% |
| 5Y | +38.2% | +430.7% | -392.5% | -27.6% |
| 10Y | +169.5% | +3,633.2% | -3,463.7% | -26.5% |
| All | +808.3% | +12,750.5% | -11,942.3% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling