+3,549.0%
LRCX vs IAG
+427.6%
+3,121.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | 0.0% |
| 7D | -3.1% | -1.1% | -2.0% | -2.9% |
| 30D | -8.6% | +12.1% | -20.7% | -10.0% |
| 3M | -17.7% | +25.5% | -43.2% | -20.4% |
| 6M | +36.4% | -7.1% | +43.5% | +36.4% |
| YTD | +74.5% | +22.9% | +51.7% | +68.7% |
| 1Y | +159.4% | +83.3% | +76.1% | +140.0% |
| 3Y | +361.6% | +808.5% | -446.9% | +255.6% |
| 5Y | +425.2% | +838.0% | -412.7% | +282.8% |
| All | +3,549.0% | +427.6% | +3,121.4% | +2,688.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling