+42.8%
LRCX vs IAG
+56.5%
-13.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +10.2% | -14.2% | -7.6% |
| 7D | -12.8% | +1.1% | -13.9% | -13.4% |
| 30D | -36.0% | -5.3% | -30.7% | -34.9% |
| 3M | -30.2% | +18.0% | -48.3% | -35.6% |
| 6M | -14.2% | +7.1% | -21.3% | -18.0% |
| YTD | +29.7% | +5.9% | +23.8% | +22.3% |
| 1Y | +42.8% | +59.4% | -16.6% | +6.2% |
| All | +42.8% | +56.5% | -13.7% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling