+42.8%
LRCX vs ICE
+21.0%
+21.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.3% | -6.4% | -2.5% |
| 7D | -12.8% | +12.2% | -24.9% | -5.8% |
| 30D | -36.0% | +15.0% | -50.9% | -29.5% |
| 3M | -30.2% | +17.6% | -47.9% | -22.1% |
| 6M | -14.2% | +12.6% | -26.8% | +2.8% |
| YTD | +29.7% | +9.1% | +20.6% | +54.9% |
| 1Y | +42.8% | +20.6% | +22.2% | +70.7% |
| All | +42.8% | +21.0% | +21.8% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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