+25,996.8%
LRCX vs IEF
+126.7%
+25,870.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.9% | -6.6% |
| 7D | +1.8% | -1.2% | +3.0% | +0.2% |
| 30D | -4.3% | -1.5% | -2.8% | -6.1% |
| 3M | -7.3% | -1.7% | -5.7% | -9.5% |
| 6M | +38.6% | -3.5% | +42.1% | +31.2% |
| YTD | +74.4% | -2.6% | +77.1% | +67.2% |
| 1Y | +179.1% | -2.4% | +181.5% | +168.8% |
| 3Y | +357.7% | +8.9% | +348.7% | +410.2% |
| 5Y | +424.9% | -9.2% | +434.1% | +320.4% |
| 10Y | +3,642.4% | +3.9% | +3,638.5% | +3,846.5% |
| All | +25,996.8% | +126.7% | +25,870.2% | +284,674.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded IEF 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling