+424.9%
LRCX vs IRM
+186.9%
+238.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.0% | -3.6% | -4.4% |
| 7D | +1.8% | -1.8% | +3.6% | +3.0% |
| 30D | -4.3% | -7.8% | +3.5% | +0.7% |
| 3M | -7.3% | -7.9% | +0.5% | -2.2% |
| 6M | +38.6% | +6.3% | +32.2% | +35.2% |
| YTD | +74.4% | +38.2% | +36.3% | +46.9% |
| 1Y | +179.1% | +19.8% | +159.3% | +153.2% |
| 3Y | +357.7% | +98.8% | +258.9% | +195.2% |
| 5Y | +424.9% | +191.8% | +233.1% | +162.6% |
| All | +424.9% | +186.9% | +238.0% | +162.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling