+3,549.0%
LRCX vs IYR
+69.7%
+3,479.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.6% |
| 7D | -3.1% | -1.4% | -1.7% | -1.8% |
| 30D | -8.6% | -2.7% | -5.9% | -6.4% |
| 3M | -17.7% | -2.1% | -15.5% | -17.3% |
| 6M | +36.4% | +3.6% | +32.8% | +29.9% |
| YTD | +74.5% | +8.1% | +66.4% | +59.7% |
| 1Y | +159.4% | +4.7% | +154.7% | +144.0% |
| 3Y | +361.6% | +29.1% | +332.5% | +249.0% |
| 5Y | +425.2% | +6.9% | +418.3% | +380.6% |
| All | +3,549.0% | +69.7% | +3,479.3% | +2,064.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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