+3,549.0%
LRCX vs IRM
+440.8%
+3,108.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -1.0% |
| 7D | -3.1% | -1.4% | -1.6% | -2.3% |
| 30D | -8.6% | -7.4% | -1.2% | -4.6% |
| 3M | -17.7% | -7.4% | -10.3% | -13.9% |
| 6M | +36.4% | +8.7% | +27.7% | +31.7% |
| YTD | +74.5% | +40.9% | +33.6% | +47.4% |
| 1Y | +159.4% | +20.5% | +138.9% | +136.3% |
| 3Y | +361.6% | +101.7% | +259.9% | +215.7% |
| 5Y | +425.2% | +197.7% | +227.6% | +192.6% |
| All | +3,549.0% | +440.8% | +3,108.2% | +1,292.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling