+159.4%
LRCX vs IEFA
+18.9%
+140.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -2.4% |
| 7D | -3.1% | -1.6% | -1.5% | +0.8% |
| 30D | -8.6% | -1.5% | -7.1% | -5.0% |
| 3M | -17.7% | +3.4% | -21.1% | -23.1% |
| 6M | +36.4% | +9.5% | +26.9% | +15.9% |
| YTD | +74.5% | +13.0% | +61.5% | +33.5% |
| 1Y | +159.4% | +18.0% | +141.4% | +77.9% |
| All | +159.4% | +18.9% | +140.6% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 1y: compounded portfolio wealth divided by compounded IEFA 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…
1y analysis · Full analysis span regression · 6 months rolling