+392.1%
LRCX vs IBM
+72.8%
+319.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +4.4% |
| 7D | +10.4% | +0.3% | +10.1% | +10.3% |
| 30D | +2.9% | -1.5% | +4.4% | +3.1% |
| 3M | -1.2% | -16.8% | +15.6% | +0.6% |
| 6M | +60.9% | -9.0% | +69.9% | +56.2% |
| YTD | +87.5% | -20.1% | +107.6% | +92.6% |
| 1Y | +206.6% | -7.0% | +213.7% | +188.6% |
| 3Y | +392.1% | +72.4% | +319.7% | +219.2% |
| All | +392.1% | +72.8% | +319.3% | +219.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling