+208.1%
LRCX vs IFF
+34.4%
+173.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.1% |
| 7D | +1.9% | -1.8% | +3.7% | +2.2% |
| 30D | +0.1% | -2.0% | +2.0% | +0.4% |
| 3M | -8.5% | +18.5% | -27.0% | -12.7% |
| 6M | +38.1% | +11.7% | +26.4% | +30.9% |
| YTD | +80.1% | +29.6% | +50.5% | +69.9% |
| 1Y | +208.1% | +35.0% | +173.1% | +186.9% |
| All | +208.1% | +34.4% | +173.6% | +186.9% |
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