+9,808.7%
LRCX vs IEFA
+209.0%
+9,599.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -4.3% |
| 7D | +1.8% | -2.4% | +4.2% | +5.7% |
| 30D | -4.3% | -2.1% | -2.2% | -1.1% |
| 3M | -7.3% | +5.5% | -12.9% | -13.2% |
| 6M | +38.6% | +8.1% | +30.4% | +27.0% |
| YTD | +74.4% | +11.9% | +62.5% | +53.1% |
| 1Y | +179.1% | +18.1% | +161.0% | +128.6% |
| 3Y | +357.7% | +65.5% | +292.2% | +136.5% |
| 5Y | +424.9% | +50.1% | +374.8% | +221.9% |
| 10Y | +3,642.4% | +144.2% | +3,498.1% | +1,242.7% |
| All | +9,808.7% | +209.0% | +9,599.7% | +2,433.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling