+53.3%
LRCX vs IRE
-97.3%
+150.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.5% | +12.9% | +10.9% |
| 7D | -2.7% | -15.5% | +12.8% | -1.9% |
| 30D | -30.6% | -70.4% | +39.8% | -18.0% |
| 3M | -28.8% | -81.6% | +52.8% | -11.2% |
| 6M | -24.6% | -94.7% | +70.1% | +3.8% |
| YTD | +29.7% | -91.8% | +121.4% | +54.4% |
| 1Y | +39.5% | -97.6% | +137.1% | +85.4% |
| All | +53.3% | -97.3% | +150.6% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling