+416.0%
LRCX vs IJR
+39.9%
+376.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.6% |
| 7D | -3.1% | -2.2% | -0.9% | -0.2% |
| 30D | -8.6% | -4.6% | -4.0% | -2.6% |
| 3M | -17.7% | +0.2% | -17.9% | -17.2% |
| 6M | +36.4% | +14.7% | +21.6% | +17.3% |
| YTD | +74.5% | +18.9% | +55.7% | +44.4% |
| 1Y | +159.4% | +19.9% | +139.5% | +113.4% |
| 3Y | +361.6% | +53.0% | +308.6% | +177.3% |
| All | +416.0% | +39.9% | +376.1% | +255.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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