+159.4%
LRCX vs IVZ
+49.7%
+109.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.8% |
| 7D | -3.1% | -2.4% | -0.7% | -1.3% |
| 30D | -8.6% | +3.0% | -11.6% | -10.7% |
| 3M | -17.7% | +14.9% | -32.5% | -25.9% |
| 6M | +36.4% | +36.7% | -0.4% | +8.4% |
| YTD | +74.5% | +25.7% | +48.9% | +42.8% |
| 1Y | +159.4% | +47.7% | +111.8% | +86.2% |
| All | +159.4% | +49.7% | +109.8% | +86.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling