+361.6%
LRCX vs ICE
+41.6%
+320.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | 0.0% |
| 7D | -3.1% | -2.4% | -0.7% | -3.0% |
| 30D | -8.6% | +4.0% | -12.6% | -8.8% |
| 3M | -17.7% | +13.7% | -31.4% | -17.9% |
| 6M | +36.4% | +0.9% | +35.4% | +40.4% |
| YTD | +74.5% | -2.1% | +76.7% | +80.5% |
| 1Y | +159.4% | -9.5% | +169.0% | +181.0% |
| 3Y | +361.6% | +42.1% | +319.5% | +266.6% |
| All | +361.6% | +41.6% | +320.0% | +266.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling