+42.8%
LRCX vs IGV
-8.7%
+51.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.2% |
| 7D | -12.8% | -7.5% | -5.3% | -11.9% |
| 30D | -36.0% | -5.6% | -30.4% | -35.4% |
| 3M | -30.2% | +1.5% | -31.8% | -30.1% |
| 6M | -14.2% | +17.1% | -31.3% | -15.7% |
| YTD | +29.7% | -2.0% | +31.7% | +50.6% |
| 1Y | +42.8% | -7.5% | +50.3% | +81.1% |
| All | +42.8% | -8.7% | +51.5% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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