-32.4%
LRCX vs IP
+8.0%
-40.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.8% | +7.4% | +8.0% |
| 7D | -16.2% | -5.1% | -11.1% | -14.9% |
| 30D | -39.2% | +8.5% | -47.7% | -40.3% |
| 3M | -34.4% | -13.8% | -20.5% | -31.3% |
| 6M | -32.4% | +5.7% | -38.2% | -38.7% |
| All | -32.4% | +8.0% | -40.4% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 6mo: compounded portfolio wealth divided by compounded IP 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…
6mo analysis · Full analysis span regression · 6 months rolling