+53.2%
LRCX vs IRE
-97.2%
+150.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -13.5% | +12.6% | +1.6% |
| 7D | +26.2% | +11.1% | +15.1% | +22.1% |
| 30D | -22.4% | -75.2% | +52.8% | -5.5% |
| 3M | -28.2% | -86.4% | +58.1% | -5.5% |
| 6M | -19.0% | -94.8% | +75.8% | +13.2% |
| YTD | +37.0% | -93.3% | +130.2% | +70.1% |
| All | +53.2% | -97.2% | +150.4% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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