+2,611.3%
LRCX vs IVV
+310.9%
+2,300.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.4% |
| 7D | +26.2% | +3.3% | +22.9% | +19.5% |
| 30D | -22.4% | -2.7% | -19.7% | -17.2% |
| 3M | -28.2% | -1.7% | -26.5% | -24.7% |
| 6M | -19.0% | +3.2% | -22.2% | -20.2% |
| YTD | +37.0% | +12.0% | +25.0% | +19.2% |
| 1Y | +45.5% | +12.1% | +33.4% | +27.1% |
| 3Y | +249.7% | +78.6% | +171.1% | +49.0% |
| 5Y | +293.9% | +73.8% | +220.0% | +84.0% |
| All | +2,611.3% | +310.9% | +2,300.3% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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