+159.4%
LRCX vs IOT
-1.6%
+161.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -3.1% | -4.5% | +1.5% | -3.6% |
| 30D | -8.6% | -2.4% | -6.1% | -8.8% |
| 3M | -17.7% | +19.0% | -36.6% | -15.1% |
| 6M | +36.4% | +19.6% | +16.7% | +42.0% |
| YTD | +74.5% | +8.3% | +66.3% | +89.4% |
| 1Y | +159.4% | -0.8% | +160.2% | +190.0% |
| All | +159.4% | -1.6% | +161.1% | +190.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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