+756.6%
IWM vs LRCX
+9,675.4%
-8,918.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.4% |
| 7D | +2.8% | +26.2% | -23.5% | -4.3% |
| 30D | +0.6% | -22.4% | +23.0% | +7.1% |
| 3M | -7.8% | -28.2% | +20.5% | -0.2% |
| 6M | -1.0% | -19.0% | +18.1% | +0.5% |
| YTD | +13.9% | +37.0% | -23.1% | -3.1% |
| 1Y | +15.4% | +45.5% | -30.1% | -3.9% |
| 3Y | +70.2% | +249.7% | -179.5% | +3.6% |
| 5Y | +23.7% | +293.9% | -270.2% | -30.3% |
| 10Y | +147.8% | +2,639.6% | -2,491.9% | -27.2% |
| All | +756.6% | +9,675.4% | -8,918.8% | +29.4% |
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 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