+17,488.0%
LRCX vs IVZ
+1,081.7%
+16,406.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.1% |
| 7D | +9.5% | +1.2% | +8.4% | +8.9% |
| 30D | +3.1% | +1.8% | +1.3% | +2.2% |
| 3M | -3.4% | +15.7% | -19.1% | -9.5% |
| 6M | +49.7% | +36.3% | +13.4% | +30.1% |
| YTD | +84.9% | +24.9% | +59.9% | +67.0% |
| 1Y | +200.8% | +48.9% | +151.9% | +150.7% |
| 3Y | +385.1% | +136.8% | +248.2% | +217.7% |
| 5Y | +460.5% | +60.0% | +400.5% | +334.3% |
| 10Y | +3,866.3% | +63.4% | +3,802.9% | +2,684.1% |
| All | +17,488.0% | +1,081.7% | +16,406.3% | +4,982.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded IVZ 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling