+42.8%
LRCX vs IFF
+44.8%
-2.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.9% | +0.9% | -3.7% |
| 7D | -12.8% | -3.3% | -9.5% | -12.6% |
| 30D | -36.0% | +5.3% | -41.3% | -36.6% |
| 3M | -30.2% | +8.9% | -39.1% | -31.5% |
| 6M | -14.2% | +26.3% | -40.6% | -19.2% |
| YTD | +29.7% | +32.2% | -2.4% | +23.2% |
| 1Y | +42.8% | +45.8% | -3.0% | +33.5% |
| All | +42.8% | +44.8% | -2.0% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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