+2,520.1%
LRCX vs IWD
+203.0%
+2,317.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.7% |
| 7D | +12.7% | +2.3% | +10.4% | +9.1% |
| 30D | -21.3% | +3.6% | -24.8% | -25.2% |
| 3M | -32.9% | +2.2% | -35.0% | -35.1% |
| 6M | -23.4% | +13.0% | -36.4% | -36.3% |
| YTD | +32.4% | +26.5% | +5.9% | -6.1% |
| 1Y | +48.0% | +30.1% | +17.9% | +0.8% |
| 3Y | +243.9% | +84.9% | +159.1% | +42.0% |
| 5Y | +280.6% | +73.4% | +207.3% | +79.3% |
| All | +2,520.1% | +203.0% | +2,317.1% | +500.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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