+159.4%
LRCX vs IYR
+6.2%
+153.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -3.1% | -1.4% | -1.7% | -3.1% |
| 30D | -8.6% | -2.7% | -5.9% | -8.7% |
| 3M | -17.7% | -2.1% | -15.5% | -18.7% |
| 6M | +36.4% | +3.6% | +32.8% | +28.3% |
| YTD | +74.5% | +8.1% | +66.4% | +62.8% |
| 1Y | +159.4% | +4.7% | +154.7% | +141.4% |
| All | +159.4% | +6.2% | +153.2% | +141.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling