+416.0%
LRCX vs IEF
-9.5%
+425.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -3.1% | -1.3% | -1.7% | -2.7% |
| 30D | -8.6% | -1.7% | -6.8% | -8.1% |
| 3M | -17.7% | -2.5% | -15.1% | -17.1% |
| 6M | +36.4% | -3.3% | +39.6% | +37.3% |
| YTD | +74.5% | -2.8% | +77.4% | +75.8% |
| 1Y | +159.4% | -2.7% | +162.2% | +161.2% |
| 3Y | +361.6% | +8.9% | +352.7% | +350.7% |
| All | +416.0% | -9.5% | +425.5% | +352.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling