+424.9%
LRCX vs ICE
+38.6%
+386.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.5% |
| 7D | +1.8% | -5.3% | +7.2% | +4.1% |
| 30D | -4.3% | +3.0% | -7.3% | -5.7% |
| 3M | -7.3% | +11.4% | -18.8% | -12.7% |
| 6M | +38.6% | -2.0% | +40.6% | +39.4% |
| YTD | +74.4% | -3.1% | +77.6% | +74.7% |
| 1Y | +179.1% | -8.4% | +187.5% | +189.4% |
| 3Y | +357.7% | +40.7% | +316.9% | +233.9% |
| 5Y | +424.9% | +40.0% | +384.9% | +265.6% |
| All | +424.9% | +38.6% | +386.3% | +265.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling