+24,398.0%
LRCX vs IRM
+9,897.4%
+14,500.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.4% |
| 7D | +10.4% | +1.6% | +8.8% | +9.7% |
| 30D | +2.9% | -4.2% | +7.1% | +4.8% |
| 3M | -1.2% | -5.4% | +4.2% | +1.4% |
| 6M | +60.9% | +12.0% | +48.8% | +54.9% |
| YTD | +87.5% | +42.0% | +45.5% | +64.4% |
| 1Y | +206.6% | +29.9% | +176.8% | +177.7% |
| 3Y | +392.1% | +104.4% | +287.7% | +270.4% |
| 5Y | +478.4% | +191.0% | +287.4% | +278.5% |
| 10Y | +3,821.0% | +417.1% | +3,403.9% | +1,903.4% |
| All | +24,398.0% | +9,897.4% | +14,500.6% | +6,439.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling