+3,549.0%
LRCX vs IGV
+365.3%
+3,183.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.2% |
| 7D | -3.1% | -2.9% | -0.1% | -0.3% |
| 30D | -8.6% | -1.5% | -7.0% | -8.0% |
| 3M | -17.7% | +11.7% | -29.4% | -28.2% |
| 6M | +36.4% | +18.4% | +17.9% | +7.7% |
| YTD | +74.5% | -3.9% | +78.5% | +69.5% |
| 1Y | +159.4% | -9.7% | +169.1% | +171.2% |
| 3Y | +361.6% | +38.4% | +323.2% | +200.9% |
| 5Y | +425.2% | +21.6% | +403.7% | +293.6% |
| All | +3,549.0% | +365.3% | +3,183.7% | +470.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling