+3,549.0%
LRCX vs IVZ
+65.9%
+3,483.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.6% |
| 7D | -3.1% | -2.4% | -0.7% | -1.8% |
| 30D | -8.6% | +3.0% | -11.6% | -10.1% |
| 3M | -17.7% | +14.9% | -32.5% | -23.8% |
| 6M | +36.4% | +36.7% | -0.4% | +14.7% |
| YTD | +74.5% | +25.7% | +48.9% | +53.4% |
| 1Y | +159.4% | +47.7% | +111.8% | +108.5% |
| 3Y | +361.6% | +138.8% | +222.8% | +173.0% |
| 5Y | +425.2% | +62.1% | +363.2% | +274.8% |
| All | +3,549.0% | +65.9% | +3,483.1% | +2,442.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling