+3,549.0%
LRCX vs IAU
+220.2%
+3,328.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -3.1% | -2.0% | -1.1% | -2.3% |
| 30D | -8.6% | -1.5% | -7.0% | -8.1% |
| 3M | -17.7% | +3.3% | -20.9% | -18.8% |
| 6M | +36.4% | -16.2% | +52.6% | +44.6% |
| YTD | +74.5% | +0.7% | +73.9% | +75.2% |
| 1Y | +159.4% | +19.2% | +140.2% | +147.7% |
| 3Y | +361.6% | +124.4% | +237.2% | +263.2% |
| 5Y | +425.2% | +140.0% | +285.2% | +296.7% |
| All | +3,549.0% | +220.2% | +3,328.9% | +2,671.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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