+3,549.0%
LRCX vs IFF
-20.3%
+3,569.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -3.1% | -3.2% | +0.1% | -1.5% |
| 30D | -8.6% | -0.3% | -8.3% | -8.7% |
| 3M | -17.7% | +8.4% | -26.1% | -22.4% |
| 6M | +36.4% | +23.0% | +13.3% | +19.9% |
| YTD | +74.5% | +25.5% | +49.1% | +50.2% |
| 1Y | +159.4% | +29.1% | +130.4% | +118.4% |
| 3Y | +361.6% | +31.7% | +329.9% | +271.7% |
| 5Y | +425.2% | -35.2% | +460.5% | +517.9% |
| All | +3,549.0% | -20.3% | +3,569.3% | +3,436.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling