+2,547.4%
LRCX vs IVV
+306.5%
+2,240.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +1.1% |
| 7D | -3.6% | -0.6% | -3.0% | -1.5% |
| 30D | -30.3% | -3.7% | -26.6% | -24.3% |
| 3M | -27.3% | -2.7% | -24.6% | -22.4% |
| 6M | -24.2% | +2.2% | -26.5% | -24.2% |
| YTD | +30.3% | +10.9% | +19.4% | +15.3% |
| 1Y | +34.3% | +11.3% | +23.0% | +18.7% |
| 3Y | +232.6% | +76.9% | +155.8% | +44.1% |
| 5Y | +286.2% | +73.5% | +212.7% | +81.3% |
| 10Y | +2,547.4% | +307.4% | +2,240.0% | +209.0% |
| All | +2,547.4% | +306.5% | +2,240.9% | +209.0% |
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