+3,549.0%
LRCX vs IWD
+203.8%
+3,345.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -1.3% |
| 7D | -3.1% | -0.8% | -2.3% | -1.9% |
| 30D | -8.6% | -0.8% | -7.7% | -7.6% |
| 3M | -17.7% | +6.9% | -24.6% | -26.2% |
| 6M | +36.4% | +18.3% | +18.1% | +6.3% |
| YTD | +74.5% | +22.4% | +52.2% | +30.2% |
| 1Y | +159.4% | +27.4% | +132.0% | +83.0% |
| 3Y | +361.6% | +71.2% | +290.4% | +114.2% |
| 5Y | +425.2% | +75.7% | +349.5% | +143.9% |
| All | +3,549.0% | +203.8% | +3,345.2% | +796.5% |
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