+424.9%
LRCX vs IVZ
+57.9%
+367.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.3% |
| 7D | +1.8% | -2.4% | +4.2% | +3.4% |
| 30D | -4.3% | +2.5% | -6.8% | -5.8% |
| 3M | -7.3% | +17.1% | -24.4% | -15.8% |
| 6M | +38.6% | +35.1% | +3.4% | +15.4% |
| YTD | +74.4% | +24.3% | +50.1% | +52.0% |
| 1Y | +179.1% | +48.7% | +130.4% | +118.4% |
| 3Y | +357.7% | +135.6% | +222.0% | +155.4% |
| 5Y | +424.9% | +60.3% | +364.5% | +252.0% |
| All | +424.9% | +57.9% | +367.0% | +252.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling