+42.8%
LRCX vs IBM
-13.0%
+55.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -3.9% |
| 7D | -12.8% | +0.4% | -13.2% | -12.7% |
| 30D | -36.0% | +14.8% | -50.7% | -35.3% |
| 3M | -30.2% | +8.9% | -39.2% | -29.7% |
| 6M | -14.2% | +12.4% | -26.7% | -16.8% |
| YTD | +29.7% | -12.4% | +42.1% | +36.2% |
| 1Y | +42.8% | -13.3% | +56.1% | +50.6% |
| All | +42.8% | -13.0% | +55.8% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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