+11,987.5%
LRCX vs ITOT
+879.4%
+11,108.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -4.7% |
| 7D | +1.8% | -2.0% | +3.9% | +5.0% |
| 30D | -4.3% | -2.0% | -2.4% | -1.4% |
| 3M | -7.3% | +4.5% | -11.9% | -11.8% |
| 6M | +38.6% | +12.6% | +25.9% | +20.0% |
| YTD | +74.4% | +12.0% | +62.4% | +53.5% |
| 1Y | +179.1% | +17.3% | +161.9% | +132.7% |
| 3Y | +357.7% | +75.2% | +282.4% | +127.1% |
| 5Y | +424.9% | +74.0% | +350.9% | +177.2% |
| 10Y | +3,642.4% | +298.6% | +3,343.7% | +635.5% |
| All | +11,987.5% | +879.4% | +11,108.1% | +655.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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