+3,549.0%
LRCX vs ICE
+220.6%
+3,328.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.6% |
| 7D | -3.1% | -2.4% | -0.7% | -1.7% |
| 30D | -8.6% | +4.0% | -12.6% | -11.0% |
| 3M | -17.7% | +13.7% | -31.4% | -25.8% |
| 6M | +36.4% | +0.9% | +35.4% | +31.8% |
| YTD | +74.5% | -2.1% | +76.7% | +70.3% |
| 1Y | +159.4% | -9.5% | +169.0% | +166.5% |
| 3Y | +361.6% | +42.1% | +319.5% | +228.1% |
| 5Y | +425.2% | +41.4% | +383.9% | +268.6% |
| All | +3,549.0% | +220.6% | +3,328.4% | +1,612.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling