+290,000.9%
LRCX vs IBM
+2,499.8%
+287,501.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | +1.9% | -0.3% | +2.2% | +2.1% |
| 30D | +0.1% | +0.3% | -0.2% | -0.4% |
| 3M | -8.5% | -21.6% | +13.1% | +0.3% |
| 6M | +38.1% | -4.7% | +42.8% | +25.7% |
| YTD | +80.1% | -19.1% | +99.2% | +81.4% |
| 1Y | +208.1% | -2.5% | +210.6% | +167.9% |
| 3Y | +350.2% | +74.2% | +276.1% | +143.9% |
| 5Y | +430.7% | +113.1% | +317.5% | +144.5% |
| 10Y | +3,633.2% | +133.5% | +3,499.7% | +1,453.3% |
| All | +290,000.9% | +2,499.8% | +287,501.1% | +31,860.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling