+48.0%
LRCX vs IBM
-18.7%
+66.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.3% |
| 7D | +12.7% | +1.6% | +11.1% | +12.8% |
| 30D | -21.3% | +9.2% | -30.5% | -20.6% |
| 3M | -32.9% | +4.9% | -37.8% | -32.5% |
| 6M | -23.4% | +16.8% | -40.2% | -26.1% |
| YTD | +32.4% | -14.3% | +46.7% | +38.9% |
| 1Y | +48.0% | -16.7% | +64.7% | +57.3% |
| All | +48.0% | -18.7% | +66.7% | +57.3% |
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