+416.0%
LRCX vs IJH
+48.0%
+368.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -1.2% |
| 7D | -3.1% | -1.9% | -1.2% | -0.2% |
| 30D | -8.6% | -4.6% | -3.9% | -1.4% |
| 3M | -17.7% | -1.2% | -16.5% | -14.9% |
| 6M | +36.4% | +9.4% | +26.9% | +23.6% |
| YTD | +74.5% | +13.3% | +61.2% | +51.5% |
| 1Y | +159.4% | +13.4% | +146.1% | +126.5% |
| 3Y | +361.6% | +50.4% | +311.1% | +175.6% |
| All | +416.0% | +48.0% | +368.1% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 5y: compounded portfolio wealth divided by compounded IJH 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…
5y analysis · Full analysis span regression · 6 months rolling