+361.6%
LRCX vs ITW
+20.2%
+341.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.7% |
| 7D | -3.1% | -0.7% | -2.3% | -2.6% |
| 30D | -8.6% | -8.3% | -0.2% | -2.7% |
| 3M | -17.7% | +6.0% | -23.7% | -23.0% |
| 6M | +36.4% | 0.0% | +36.4% | +33.8% |
| YTD | +74.5% | +10.2% | +64.3% | +57.5% |
| 1Y | +159.4% | +3.2% | +156.2% | +146.6% |
| 3Y | +361.6% | +21.0% | +340.6% | +278.8% |
| All | +361.6% | +20.2% | +341.4% | +278.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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