+361.3%
LRCX vs IAG
+796.9%
-435.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.5% | -5.2% |
| 7D | +1.8% | -4.1% | +5.9% | +2.6% |
| 30D | -4.3% | +10.6% | -14.9% | -6.4% |
| 3M | -7.3% | +35.4% | -42.7% | -13.2% |
| 6M | +38.6% | -9.5% | +48.1% | +37.9% |
| YTD | +74.4% | +21.8% | +52.6% | +65.8% |
| 1Y | +179.1% | +84.1% | +95.0% | +151.3% |
| All | +361.3% | +796.9% | -435.6% | +271.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling