+14,584.2%
LRCX vs IGV
+951.3%
+13,632.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +6.1% |
| 7D | +10.4% | -3.3% | +13.7% | +14.0% |
| 30D | +2.9% | 0.0% | +2.9% | +1.6% |
| 3M | -1.2% | +7.3% | -8.5% | -11.3% |
| 6M | +60.9% | +16.7% | +44.1% | +26.7% |
| YTD | +87.5% | -2.8% | +90.4% | +77.1% |
| 1Y | +206.6% | -6.7% | +213.3% | +204.6% |
| 3Y | +392.1% | +41.1% | +351.0% | +208.1% |
| 5Y | +478.4% | +22.0% | +456.4% | +323.2% |
| 10Y | +3,821.0% | +357.9% | +3,463.1% | +556.8% |
| All | +14,584.2% | +951.3% | +13,632.9% | +693.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling