+361.3%
LRCX vs IAU
+122.5%
+238.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.9% | -4.8% |
| 7D | +1.8% | -3.4% | +5.2% | +3.4% |
| 30D | -4.3% | -1.1% | -3.2% | -3.9% |
| 3M | -7.3% | +5.8% | -13.2% | -9.8% |
| 6M | +38.6% | -16.9% | +55.5% | +48.1% |
| YTD | +74.4% | +0.1% | +74.3% | +76.8% |
| 1Y | +179.1% | +18.4% | +160.7% | +169.8% |
| All | +361.3% | +122.5% | +238.8% | +302.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling