+3,866.3%
LRCX vs IVV
+314.9%
+3,551.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.7% |
| 7D | +9.5% | -0.4% | +9.9% | +10.1% |
| 30D | +3.1% | -1.4% | +4.5% | +5.6% |
| 3M | -3.4% | +3.7% | -7.1% | -7.9% |
| 6M | +49.7% | +13.0% | +36.6% | +24.8% |
| YTD | +84.9% | +12.4% | +72.4% | +56.8% |
| 1Y | +200.8% | +18.6% | +182.2% | +136.2% |
| 3Y | +385.1% | +78.1% | +307.0% | +104.3% |
| 5Y | +460.5% | +82.3% | +378.2% | +138.8% |
| 10Y | +3,866.3% | +322.1% | +3,544.2% | +379.9% |
| All | +3,866.3% | +314.9% | +3,551.4% | +379.9% |
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